Fundamental Statistical Inference: A Computational Approach: 216 (Wiley Series in Probability and Statistics) Book Information:

proach to statistical inference that addresses the latest developments in this ever-growing field This clear and accessible book for beginning graduate students offers a practical and detailed approach to the field of statistical inference, providing complete derivations of results, discussions, and MATLAB programs for computation. It emphasizes details of the relevance of the material, intuition, and discussions with a view towards very modern statistical inference. In addition to classic subjects associated with mathematical statistics, topics include an intuitive presentation of the (single and double) bootstrap for confidence interval calculations, shrinkage estimation, tail (maximal moment) estimation, and a variety of methods of point estimation besides maximum likelihood, including use of characteristic functions, and indirect inference. Practical examples of all methods are given. Estimation issues associated with the discrete mixtures of normal distribution, and their solutions, are developed in detail. Much emphasis throughout is on non-Gaussian distributions, including details on working with the stable Paretian distribution and fast calculation of the noncentral Student's t. An entire chapter is dedicated to optimization, including development of Hessian-based methods, as well as heuristic/genetic algorithms that do not require continuity, with MATLAB codes provided. The book includes both theory and nontechnical discussions, along with a substantial reference to the literature, with an emphasis on alternative, more modern approaches. The recent literature on the misuse of hypothesis testing and p-values for model selection is discussed, and emphasis is given to alternative model selection methods, though hypothesis testing of distributional assumptions is covered in detail, notably for the normal distribution. Presented in three partsEssential Concepts in Statistics; Further Fundamental Concepts in Statistics; and Additional TopicsFundamental Statistical Inference: A Computational Approach offers comprehensive chapters on: Introducing Point and Interval Estimation; Goodness of Fit and Hypothesis Testing; Likelihood; Numerical Optimization; Methods of Point Estimation; Q-Q Plots and Distribution Testing; Unbiased Point Estimation and Bias Reduction; Analytic Interval Estimation; Inference in a Heavy-Tailed Context; The Method of Indirect Inference; and, as an appendix, A Review of Fundamental Concepts in Probability Theory, the latter to keep the book self-contained, and giving material on some advanced subjects such as saddlepoint approximations, expected shortfall in finance, calculation with the stable Paretian distribution, and convergence theorems and proofs.

• Book Type/Genre :

Higher Education Textbooks

• Book Binding :

Hardcover

• Language :

English

• Number of Pages :

Page count varies on each edition/reprint

• ISBN - 10 :

• Fundamental Statistical Inference: A Computational Approach: 216 (Wiley Series in Probability and Statistics) Published On :

2018

• Resource:

Textbooks & Study Guides, Higher Education Textbooks Book is recommended for Students, Teachers, Graduates, Professionals, and all bibliophiles

Disclaimer:

• Fundamental Statistical Inference: A Computational Approach: 216 (Wiley Series in Probability and Statistics) Book is not for reading online or for free download in PDF or eBook format.
• Table of Contents, Index, Syllabus, summary and image of Fundamental Statistical Inference: A Computational Approach: 216 (Wiley Series in Probability and Statistics) book may be of a different edition or of the same title.
• The Price of this product may change due to the reprinting of the book or by the publisher. For imported books, the price may change frequently due to exchange rates.
• Fundamental Statistical Inference: A Computational Approach: 216 (Wiley Series in Probability and Statistics) by Paolella Book reviews and ratings are trustworthy and the product description given above is true to the best. The product description posted here by sellers would be updated based on the Customer's feedback, if the details are not accurate.
• The customers who have bought this product can write your best reviews and suggest the product if the item's price is low which would be helpful for the buyers interested to purchase. Read Best & Top Books related to this item
• The above Bibliographic information is specific to this book which is being listed for sale. Any Colophons printed at the end of the book is owned by book author and publisher
• Special offers, deals & discounts on this product are subject to the terms and conditions owned by the website