Identifiability in Stochastic Models

Identifiability in Stochastic Models : Characterization of Probability Distributions

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Description

The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as reliability theory, survival analysis and econometrics, where stochastic modelling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of "characterization problems" in probability theory. This book brings together relevant material on identifiability as it occurs in these diverse fields. In addition it discusses new results on identifiability or characterization of probability distributions.
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Product details

  • Hardback | 272 pages
  • 152 x 228 x 22mm | 580.61g
  • Academic Press Inc
  • San Diego, United States
  • English
  • references, index
  • 0125640153
  • 9780125640152

Table of contents

Introduction. Identifiability of Probability Distributions of Real-Valued Random Variables Based on Some Funcions of Them. Identifiability of Probability Measures on Abstract Spaces. Identifiability for Some Types of Stochastic Processes. Generalized Convolutions. Identifiability in Some Econometric Models. Identifiability in Some Models for Reliability and Survival Analysis. Identifiability for Mixtures of Distributions. Chapter References. Index.
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