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Название: Problems in mathematical statistics
Авторы: Ivchenko G., Medvedev Y., Chtstyakov A.
Аннотация:
This problem book covers all the traditional topics in modern statistical theory and is designed for students-at technical colleges and
universities who have mathematical statistics as an obligatory course.
The problems are mostly analytical. The student is asked to prove
the validity of an assertion or carry.out an investigation. This will
help him grasp the main aspects of mathematical statistics. Some of
the problems are more difficult and can be used as individual
assignments for course papers.
We have included probfems on computer simulation of random
variables in order to obtain the data for statistical interpretation. Any
"theoretical" problem which contains a statistical algorithm for data
analysis can be used (with the appropriate (practically infinite) choice
of the model parameters) to formulate a "practical" problem. At the
first stage the original data should be simulated using either published
tables of random numbers or special computer programs. Then, by
interpreting these "experimental" results according to the algorithm
in question, the student can compare the theoretical hypothesis with
the original parameters which are known as they were used when the
sample was simulated.