Elements Of Distribution Theory

This detailed introduction to distribution theory is designed as a text for theprobability portion of the first year statistical theory sequence for Mastersand ... » 

This detailed introduction to distribution theory is designed as a text for theprobability portion of the first year statistical theory sequence for Mastersand PhD students in statistics biostatistics and econometrics. The text usesno measure theory requiring only a background in calculus and linear algebra.Topics range from the basic distribution and density functions expectationconditioning characteristic functions cumulants convergence in distributionand the central limit theorem to more advanced concepts such asexchangeability models with a group structure asymptotic approximations tointegrals and orthogonal polynomials. An appendix gives a detailed summary ofthe mathematical definitions and results that are used in the book. «