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Random Variables and Probability Distributions : Cambridge Tracts in Mathematics (Paperback) - H. Cramer

Random Variables and Probability Distributions

Cambridge Tracts in Mathematics (Paperback)

By: H. Cramer

Paperback

Published: 2nd August 2004
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This 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.

Preface to the first edition
Preface to the second edition
Preface to the third edition
Abbreviations
Principles
Introductory remarks
Axioms and preliminary theorems
Distributions in R1: 3
Characteristic functions
Addition of independent variables
The normal distribution and the central limit theorem
Error estimation
A class of stochastic processes
Distributions in R2: 9
The normal distribution and the central limit theorem
Bibliography
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780521604864
ISBN-10: 0521604869
Series: Cambridge Tracts in Mathematics (Paperback)
Audience: Professional
Format: Paperback
Language: English
Number Of Pages: 132
Published: 2nd August 2004
Publisher: CAMBRIDGE UNIV PR
Country of Publication: GB
Dimensions (cm): 21.34 x 13.72  x 1.02
Weight (kg): 0.18