Probability for Statisticians

Galen R. Shorack

Springer, Jun 9, 2000 - Mathematics - 585 pages

The choice of examples used in this text clearly illustrate its use for a one-year graduate course. The material to be presented in the classroom constitutes a little more than half the text, while the rest of the text provides background, offers different routes that could be pursued in the classroom, as well as additional material that is appropriate for self-study. Of particular interest is a presentation of the major central limit theorems via Steins method either prior to or alternative to a characteristic function presentation. Additionally, there is considerable emphasis placed on the quantile function as well as the distribution function, with both the bootstrap and trimming presented. The section on martingales covers censored data martingales.

About the author

Galen R. Shorack is a Professor of Statistics at the University of Washington. He is a Fellow of the Institute of Mathematical Statistics and has written a graduate level text on probability theory.

Bibliographic information

• Title: Probability for Statisticians; Springer Texts in Statistics, ISSN 1431-875X; Texts in Statistics
• Author: Galen R. Shorack
• Edition: illustrated
• Publisher: Springer, 2000
• ISBN: 0387989536, 9780387989532
• Length: 585 pages
• Subjects: Mathematics / Probability & Statistics / General