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Conditional Measures and Applications - M. M. Rao

Anglų
2005-05-25
289,18 € 385,57 €

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The second edition of this authoritative text offers an in-depth treatment of all aspects of conditional expectations and probability measures and their structural analysis. However, what makes this the definitive reference on conditional measures is the author's keen ability to link theory with practical applications. The author covers applications in sufficiency, Markov processes, and martingales. He also ... Visas aprašymas

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The second edition of this authoritative text offers an in-depth treatment of all aspects of conditional expectations and probability measures and their structural analysis. However, what makes this the definitive reference on conditional measures is the author's keen ability to link theory with practical applications. The author covers applications in sufficiency, Markov processes, and martingales. He also illustrates the difficulties in calculating conditional expectations for continuous multivariate distributions and methods for correct solutions in such cases. Each chapter concludes with several open-ended problems that reinforce principles and promote practical problem solving.

Daugiau informacijos

Autorius M. M. Rao
Leidėjas CRC Press
Išleidimo metai 2005
Viršelio tipas Kieti viršeliai
EAN 9781574445930
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289,18 € 385,57 €