Theory of probability and mathematical statistics. Textbook. (Teoriya veroyatnostej i matematicheskaya statistika. Uchebnoe posobie). 2nd ed., rev. and compl. (Teoriya veroyatnostej i matematicheskaya statistika. Uchebnoe posobie.) (Russian) Zbl 0673.60001
Kiev.: Vyshcha Shkola. 440 p. R. 1.20 (1988).
This textbook is a complete and self-contained introduction to probability theory, random processes and elements of mathematical statistics.
Contents: Ch.1, Random events; Ch.2, Random variables and distribution functions; Ch.3, Sequences of random variables (here SLLN, random walk, renewal processes and the CLT are included); Ch.4 and 5, Markov chains; Ch.6, Random vectors (here the CLT for random vectors is only formulated); Ch.7, Random processes; Ch.8, \(L_ 2\)-theory for stationary sequences and processes; Ch.9, Point estimations; Ch.10, Tests of hypotheses.
Contents: Ch.1, Random events; Ch.2, Random variables and distribution functions; Ch.3, Sequences of random variables (here SLLN, random walk, renewal processes and the CLT are included); Ch.4 and 5, Markov chains; Ch.6, Random vectors (here the CLT for random vectors is only formulated); Ch.7, Random processes; Ch.8, \(L_ 2\)-theory for stationary sequences and processes; Ch.9, Point estimations; Ch.10, Tests of hypotheses.
Reviewer: S.T.Rachev
MSC:
| 60-01 | Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory |
| 62-01 | Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics |
