An introduction to probability and statistical inference
by George G. Roussas
- 2nd ed.
- London, UK ; Waltham, MA : Academic Press, an imprint of Elsevier, 2015.
- xiv, 606 p. ; 24 cm.
Some motivating examples and some fundamental concepts -- The concept of probability and some basic results -- Numerical characteristics of a random variable, some special random variables -- Joint and conditional P.D.F.'s, conditional expectation and variance, moment generating function, covariance and correlation coefficient -- Independence of random variables and some applications -- Transformation of random variables -- Some modes of convergence of random variables, applications -- An overview of statistical inference -- Point estimation -- Confidence intervals and confidence regions -- Testing hypotheses -- More about testing hypotheses -- A simple linear regression model -- Two analysis of variance models -- Some topics in nonparametric inference.