Stochastics. Introduction to probability and statistics. Translated by Marcel Ortgiese, Ellen Baake, and the author.
type: Item
instance of: scholarly article
title: Stochastics. Introduction to probability and statistics. Translated by Marcel Ortgiese, Ellen Baake, and the author.
zbMATH Open document ID: 1314.60001
DOI: 10.1515/9783110293609
author: Hans-Otto Georgii
published in: De Gruyter Textbook
publication date: 2012-10-04T00:00:00Z
Mathematics Subject Classification ID: 60-01
Mathematics Subject Classification ID: 62-01
zbMATH DE Number: 6090160
zbMATH Keywords: stochastics
zbMATH Keywords: probability theory
zbMATH Keywords: statistics
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1515/9783110293609
OpenAlex ID: W4231760708
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review text: This book is an extension and new version to the first edition [Zbl 1001.62002].NEWLINENEWLINEThe first chapter deals with topics from probability theory: first, the principles of modelling chance as well as stochastic standard models are introduced. Next, the book deals the conditional probabilities and independence, expectation and variance, the law of large numbers and the central limit theorem. This chapter ends with a section about Markov chains.NEWLINENEWLINEThe second chapter is about statistics and is devoted to estimation, confidence regions, normal distribution, hypothesis testing, asymptotic tests and rank tests and, at the end, regression models and the analysis of variance.NEWLINENEWLINEOn the whole, the book is well structured, illustrated with helpful figures, and contains practical problems after each section. This makes it a recommendable book for students attending a course in stochastics.
description: scientific article; zbMATH DE number 6090160