Elements of Distribution Theory

Research output: Book/ReportBook

55 Scopus citations

Abstract

This detailed introduction to distribution theory is designed as a text for the probability portion of the first year statistical theory sequence for Master's and PhD students in statistics, biostatistics, and econometrics. The text uses no measure theory, requiring only a background in calculus and linear algebra. Topics range from the basic distribution and density functions, expectation, conditioning, characteristic functions, cumulants, convergence in distribution and the central limit theorem to more advanced concepts such as exchangeability, models with a group structure, asymptotic approximations to integrals and orthogonal polynomials. An appendix gives a detailed summary of the mathematical definitions and results that are used in the book.
Original languageEnglish
PublisherCambridge University Press
ISBN (Print)9780521844727
StatePublished - 2005

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    Severini, T. A. (2005). Elements of Distribution Theory. Cambridge University Press.