Introduction to Probability Theory and Statistical Inference

Discusses probability theory and to many methods used in problems of statistical inference. The Third Edition features material on descriptive statistics. Cramer-Rao bounds for variance of estimators, two-sample inference procedures, bivariate normal probability law, F-Distribution, and the analysis of variance and non-parametric procedures. Contains numerous practical examples and exercises. Set Theory.

Probability.

Random Variables and Distribution Functions.

Some Standard Probability Laws.

Jointly Distributed Random Variables.

Descriptive and Inferential Statistics.

Estimation of Parameters.

Tests of Hypotheses.

Least Squares and Regression.

Nonparametric Methods.

Bayesian Methods.

Appendices.

Answers to Exercises.

Index.

Harold J. Larson is the author of Introduction to Probability Theory and Statistical Inference, 3rd Edition, published by Wiley.