第七版 Indroduction_to_Mathematica_Statistics.Hogg,McKean,Craig seventh edition.pdf UIUC的 STAT401统计课程教材
Contents
Preface ix
1 Probability and Distributions 1
1.1 Introduction................................ 1
1.2 SetTheory ................................ 3
1.3 TheProbabilitySetFunction ...................... 10
1.4 ConditionalProbabilityandIndependence . . . . . . . . . . . . . . . 21
1.5 RandomVariables ............................ 32
1.6 DiscreteRandomVariables ....................... 40
1.6.1 Transformations ......................... 42
1.7 ContinuousRandomVariables...................... 44 1.7.1 Transformations ......................... 46
1.8 ExpectationofaRandomVariable ................... 52
1.9 SomeSpecialExpectations ....................... 57
1.10ImportantInequalities .......................... 68
2 Multivariate Distributions 73
2.1 DistributionsofTwoRandomVariables ................ 73 2.1.1 Expectation............................ 79
2.2 Transformations: Bivariate Random Variables . . . . . . . . . . . . . 84
2.3 Conditional Distributions and Expectations . . . . . . . . . . . . . . 94
2.4 TheCorrelationCoefficient ....................... 102
2.5 IndependentRandomVariables.....................110
2.6 ExtensiontoSeveralRandomVariables . . . . . . . . . . . . . . . . 117
2.6.1 ∗Multivariate Variance-Covariance Matrix . . . . . . . . . . . 123
2.7 Transformations for Several Random Variables . . . . . . . . . . . . 126
2.8 LinearCombinationsofRandomVariables. . . . . . . . . . . . . . . 134
3 Some Special Distributions 139
3.1 TheBinomialandRelatedDistributions . . . . . . . . . . . . . . . . 139
3.2 ThePoissonDistribution ........................ 150
3.3 TheΓ,χ2,andβDistributions ..................... 156
3.4 TheNormalDistribution......................... 168
3.4.1 ContaminatedNormals ..................... 174 v
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Contents
3.5 TheMultivariateNormalDistribution ................. 178 3.5.1 ∗Applications........................... 185
3.6 t-andF-Distributions
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数理统计
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