Counter-examples in Probability and Statistics
Romano and Siegel have provided a collection of counter-examples from which students, teachers and researchers may benefit, as well as several approaches to the process of deciding a conjecture. Each chapter begins with an introduction, including pertinent definitions and results for that subject area. The chapters are ordered according to difficulty, from basic material to refinements and more specialized areas. This book should be of interest to undergraduate and graduate students on courses in statistics; professional statisticians.
- Hardback | 350 pages
- 01 May 1986
- Kluwer Academic Publishers Group
- Kluwer Academic Publishers
- Dordrecht, Netherlands
Table of contents
Probability spaces. Random variables, densities and distribution functions. Moments of random variables. Properties of real random variables. Sequences of random variables. Conditional expectation, Martingales, and almost sure convergence of sums of independent random variables. Properties of statistical experiments. Construction of estimators. Optimality of estimators. Confidence intervals and hypothesis testing. Appendix: Additional counter-examples.