Roussas G. — A course in mathematical statistics :: Электронная библиотека попечительского совета мехмата МГУ

A Course in Mathematical Statistics, Second Edition , contains enough material for a year-long course in probability and statistics for advanced undergraduate or first-year graduate students, or it can be used independently for a one-semester (or even one-quarter) course in probability alone. It bridges the gap between high and intermediate level texts so students without a sophisticated mathematical background can assimilate a fairly broad spectrum of the theorems and results from mathematical statistics. The coverage is extensive, and consists of probability and distribution theory, and statistical inference. * Contains 25% new material * Includes the most complete coverage of sufficiency * Transformation of Random Vectors * Sufficiency / Completeness / Exponential Families * Order Statistics * Elements of Nonparametric Density Estimation * Analysis of Variance (ANOVA) * Regression Analysis * Linear Models