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© 2000

Probability for Statisticians

Textbook

Part of the Springer Texts in Statistics book series (STS)

Table of contents

About this book

Introduction

Probability for Statisticians is intended as a text for a one year graduate course aimed especially at students in statistics. The choice of examples illustrates this intention clearly. The material to be presented in the classroom constitutes a bit more than half the text, and the choices the author makes at the University of Washington in Seattle are spelled out. The rest of the text provides background, offers different routes that could be pursued in the classroom, ad offers additional material that is appropriate for self-study. Of particular interest is a presentation of the major central limit theorems via Stein's method either prior to or alternative to a characteristic funcion presentation. Additionally, there is considerable emphasis placed on the quantile function as well as the distribution function. The bootstrap and trimming are both presented. The martingale coverage includes coverage of censored data martingales. The text includes measure theoretic preliminaries, from which the authors own course typically includes selected coverage. The author is a professor of Statistics and adjunct professor of Mathematics at the University of Washington in Seattle. He served as chair of the Department of Statistics 1986-- 1989. He received his PhD in Statistics from Stanford University. He is a fellow of the Institute of Mathematical Statistics, and is a former associate editor of the Annals of Statistics.

Keywords

Brownian motion Law of large numbers Martingale mathematical statistics statistics

Authors and affiliations

  1. 1.Department of StatisticsUniversity of WashingtonSeattleUSA

Bibliographic information

  • Book Title Probability for Statisticians
  • Authors Galen R. Shorack
  • Series Title Springer Texts in Statistics
  • DOI https://doi.org/10.1007/b98901
  • Copyright Information Springer-Verlag New York, Inc. 2000
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Hardcover ISBN 978-0-387-98953-2
  • Softcover ISBN 978-1-4757-7400-9
  • eBook ISBN 978-0-387-22760-3
  • Series ISSN 1431-875X
  • Edition Number 1
  • Number of Pages XVIII, 586
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Probability Theory and Stochastic Processes
    Statistics, general
  • Buy this book on publisher's site

Reviews

From the reviews:

"This book offers a rigorous introduction to measure theoretic probability with particular attention to topics of interest to mathematical statisticians. ... recommended to anyone interseted in the probability underlying modern statistics."
D.L. McLeish in "Short Book Reviews", Vol. 21/1, April 2001

"The book originated from a graduate level course given by the author on probability at the University of Washington, Seattle. It is an excellent textbook for a course in probability for students in mathematical statistics. It provides a solid grounding in the probabilistic tools and techniques that are necessary to do theoretical research in statistics.
For the teaching of probability theory to post graduate statistics students, this is certainly one of the most attractive books available and is highly recommended for that purpose. It is also an extremely good reference source of value to any research statistician.
SASA News, Dec. 2001

"This book contains a wealth of material and is very rigorous. It may serve as a good reference book and as a source for a graduate course in probability. … The author provides detailed notes on the use of the text for a graduate course of probability. … Overall, this is an excellent book to acquire." (Arup Bose, Sankhya, Vol. 64 (1), 2002)

"The present textbook grew out of probability lecturers given at the University of Washington in Seattle. … is an excellent reference. The present monograph can strongly be recommended. It is a highlight in modern probability theory with strong applications to mathematical statistics. It may serve as a textbook for advanced lecturers and seminars but it is also worthwhile as reference book for modern aspects in probability theory. … I am happy to have this book on my desk." (Arnold Janssen, Metrika, April, 2001)

"This is a textbook about probability theory, with a view towards applications in statistics. … The book contains 585 pages of text. It contains a lot of useful material which every theoretical statistician should know. … All in all, this is an interesting book and certainly recommended." (R. Helmers, Kwantitatieve Methoden, Vol. 22 (68), 2001)

"This text covers a broad range of probability theory with special emphasis on fields which are useful for statistics. One characteristic unique to this text is the presentation of different approaches to the CLT. The presentation is in the style: definition – proposition/theorem – proof. More detailed motivations are concentrated in special paragraphs. Questions are included to open the view for further generalizations and motivate the reader to think themselves. Exercises are everywhere." (R. Schlittgen, Zentralblatt MATH, Vol. 951, 2001)