Random Variables and Probability Distributions
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Random Variables and Probability Distributions by Harald Cramer
Book DescriptionThis tract develops the purely mathematical side of the theory of probability, without reference to any applications. When originally published, it was one of the earliest works in the field built on the axiomatic foundations introduced by A. Kolmogoroff in his book Grundbegriffe der Wahrscheinlichkeitsrechnung, thus treating the subject as a branch of the theory of completely additive set functions. The author restricts himself to a consideration of probability distributions in spaces of a finite number of dimensions, and to problems connected with the Central Limit Theorem and some of its generalizations and modifications. In this edition the chapter on Liapounoff's theorem has been partly rewritten, and now includes a proof of the important inequality due to Berry and Esseen. The terminology has been modernized, and several minor changes have been made.
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Book DetailsISBN: 9780521604864
(216mm x 138mm x 8mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 3-Jun-2004
Country of Publication: United Kingdom
Books By Author Harald Cramer
Mathematical Methods of Statistics, Paperback (March 1999)» View all books by Harald Cramer
Presenting a statistical mathematical theory, this work joins the two major lines of development in the field: while British and American statisticians were developing the science of statistical inference, French and Russian probabilitists transformed the classical calculus of probability into a rigorous and pure mathematical theory.
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