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20221018154409.0 |
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211201s2022 nju b 001 0 eng d |
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2021049277 |
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| Local cataloguing issues note |
Z3950 Record: 0 of 2 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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0691235945 |
| Qualifying information |
hardcover |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780691235943 |
| Qualifying information |
hardcover |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)1288665824 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
OCLCO |
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OCLCF |
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UKMGB |
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Z5A |
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ATU |
| 042 ## - AUTHENTICATION CODE |
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| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HB139 |
| Item number |
.H3638 2022 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
330.015195 |
| Edition number |
23 |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) |
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| Classification number |
330.015195 HAN |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hansen, Bruce E., |
| Dates associated with a name |
1962- |
| Relator term |
author. |
| 9 (RLIN) |
429921 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Probability and statistics for economists / |
| Statement of responsibility, etc. |
Bruce E. Hansen. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Princeton : |
| Name of producer, publisher, distributor, manufacturer |
Princeton University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
[2022] |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
2022 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 volume : |
| Other physical details |
illustrations ; |
| Dimensions |
26 cm |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Miscellaneous information |
1. |
| Title |
Basic Probability Theory -- |
| Miscellaneous information |
1.1. |
| Title |
Introduction -- |
| Miscellaneous information |
1.2. |
| Title |
Outcomes and Events -- |
| Miscellaneous information |
1.3. |
| Title |
Probability Function -- |
| Miscellaneous information |
1.4. |
| Title |
Properties of the Probability Function -- |
| Miscellaneous information |
1.5. |
| Title |
Equally Likely Outcomes -- |
| Miscellaneous information |
1.6. |
| Title |
Joint Events -- |
| Miscellaneous information |
1.7. |
| Title |
Conditional Probability -- |
| Miscellaneous information |
1.8. |
| Title |
Independence -- |
| Miscellaneous information |
1.9. |
| Title |
Law of Total Probability -- |
| Miscellaneous information |
1.10. |
| Title |
Bayes Rule -- |
| Miscellaneous information |
1.11. |
| Title |
Permutations and Combinations -- |
| Miscellaneous information |
1.12. |
| Title |
Sampling with and without Replacement -- |
| Miscellaneous information |
1.13. |
| Title |
Poker Hands -- |
| Miscellaneous information |
1.14. |
| Title |
Sigma Fields* -- |
| Miscellaneous information |
1.15. |
| Title |
Technical Proofs* -- |
| Miscellaneous information |
1.16. |
| Title |
Exercises -- -- |
| Miscellaneous information |
2. |
| Title |
Random Variables -- |
| Miscellaneous information |
2.1. |
| Title |
Introduction -- |
| Miscellaneous information |
2.2. |
| Title |
Random Variables -- |
| Miscellaneous information |
2.3. |
| Title |
Discrete Random Variables -- |
| Miscellaneous information |
2.4. |
| Title |
Transformations -- |
| Miscellaneous information |
2.5. |
| Title |
Expectation -- |
| Miscellaneous information |
2.6. |
| Title |
Finiteness of Expectations -- |
| Miscellaneous information |
2.7. |
| Title |
Distribution Function -- |
| Miscellaneous information |
2.8. |
| Title |
Continuous Random Variables -- |
| Miscellaneous information |
2.9. |
| Title |
Quantiles -- |
| Miscellaneous information |
2.10. |
| Title |
Density Functions -- |
| Miscellaneous information |
2.11. |
| Title |
Transformations of Continuous Random Variables -- |
| Miscellaneous information |
2.12. |
| Title |
Non-Monotonic Transformations -- |
| Miscellaneous information |
2.13. |
| Title |
Expectation of Continuous Random Variables -- |
| Miscellaneous information |
2.14. |
| Title |
Finiteness of Expectations -- |
| Miscellaneous information |
2.15. |
| Title |
Unifying Notation -- |
| Miscellaneous information |
2.16. |
| Title |
Mean and Variance -- |
| Miscellaneous information |
2.17. |
| Title |
Moments -- |
| Miscellaneous information |
2.18. |
| Title |
Jensen's Inequality -- |
| Miscellaneous information |
2.19. |
| Title |
Applications of Jensen's Inequality* -- |
| Miscellaneous information |
2.20. |
| Title |
Symmetric Distributions -- |
| Miscellaneous information |
2.21. |
| Title |
Truncated Distributions -- |
| Miscellaneous information |
2.22. |
| Title |
Censored Distributions -- |
| Miscellaneous information |
2.23. |
| Title |
Moment Generating Function -- |
| Miscellaneous information |
2.24. |
| Title |
Cumulants -- |
| Miscellaneous information |
2.25. |
| Title |
Characteristic Function -- |
| Miscellaneous information |
2.26. |
| Title |
Expectation: Mathematical Details* -- |
| Miscellaneous information |
2.27. |
| Title |
Exercises -- -- |
| Miscellaneous information |
3. |
| Title |
Parametric Distributions -- |
| Miscellaneous information |
3.1. |
| Title |
Introduction -- |
| Miscellaneous information |
3.2. |
| Title |
Bernoulli Distribution -- |
| Miscellaneous information |
3.3. |
| Title |
Rademacher Distribution -- |
| Miscellaneous information |
3.4. |
| Title |
Binomial Distribution -- |
| Miscellaneous information |
3.5. |
| Title |
Multinomial Distribution -- |
| Miscellaneous information |
3.6. |
| Title |
Poisson Distribution -- |
| Miscellaneous information |
3.7. |
| Title |
Negative Binomial Distribution -- |
| Miscellaneous information |
3.8. |
| Title |
Uniform Distribution -- |
| Miscellaneous information |
3.9. |
| Title |
Exponential Distribution -- |
| Miscellaneous information |
3.10. |
| Title |
Double Exponential Distribution -- |
| Miscellaneous information |
3.11. |
| Title |
Generalized Exponential Distribution -- |
| Miscellaneous information |
3.12. |
| Title |
Normal Distribution -- |
| Miscellaneous information |
3.13. |
| Title |
Cauchy Distribution -- |
| Miscellaneous information |
3.14. |
| Title |
Student t Distribution -- |
| Miscellaneous information |
3.15. |
| Title |
Logistic Distribution -- |
| Miscellaneous information |
3.16. |
| Title |
Chi-Square Distribution -- |
| Miscellaneous information |
3.17. |
| Title |
Gamma Distribution -- |
| Miscellaneous information |
3.18. |
| Title |
F Distribution -- |
| Miscellaneous information |
3.19. |
| Title |
Non-Central Chi-Square -- |
| Miscellaneous information |
3.20. |
| Title |
Beta Distribution -- |
| Miscellaneous information |
3.21. |
| Title |
Pareto Distribution -- |
| Miscellaneous information |
3.22. |
| Title |
Lognormal Distribution -- |
| Miscellaneous information |
3.23. |
| Title |
Weibull Distribution -- |
| Miscellaneous information |
3.24. |
| Title |
Extreme Value Distribution -- |
| Miscellaneous information |
3.25. |
| Title |
Mixtures of Normals -- |
| Miscellaneous information |
3.26. |
| Title |
Technical Proofs* -- |
| Miscellaneous information |
3.27. |
| Title |
Exercises -- -- |
| Miscellaneous information |
4. |
| Title |
Multivariate Distributions -- |
| Miscellaneous information |
4.1. |
| Title |
Introduction -- |
| Miscellaneous information |
4.2. |
| Title |
Bivariate Random Variables -- |
| Miscellaneous information |
4.3. |
| Title |
Bivariate Distribution Functions -- |
| Miscellaneous information |
4.4. |
| Title |
Probability Mass Function -- |
| Miscellaneous information |
4.5. |
| Title |
Probability Density Function -- |
| Miscellaneous information |
4.6. |
| Title |
Marginal Distribution -- |
| Miscellaneous information |
4.7. |
| Title |
Bivariate Expectation -- |
| Miscellaneous information |
4.8. |
| Title |
Conditional Distribution for Discrete X -- |
| Miscellaneous information |
4.9. |
| Title |
Conditional Distribution for Continuous X -- |
| Miscellaneous information |
4.10. |
| Title |
Visualizing Conditional Densities -- |
| Miscellaneous information |
4.11. |
| Title |
Independence -- |
| Miscellaneous information |
4.12. |
| Title |
Covariance and Correlation -- |
| Miscellaneous information |
4.13. |
| Title |
Cauchy-Schwarz Inequality -- |
| Miscellaneous information |
4.14. |
| Title |
Conditional Expectation -- |
| Miscellaneous information |
4.15. |
| Title |
Law of Iterated Expectations -- |
| Miscellaneous information |
4.16. |
| Title |
Conditional Variance -- |
| Miscellaneous information |
4.17. |
| Title |
H ölder's and Minkowski's Inequalities* -- |
| Miscellaneous information |
4.18. |
| Title |
Vector Notation -- |
| Miscellaneous information |
4.19. |
| Title |
Triangle Inequalities* -- |
| Miscellaneous information |
4.20. |
| Title |
Multivariate Random Vectors -- |
| Miscellaneous information |
4.21. |
| Title |
Pairs of Multivariate Vectors -- |
| Miscellaneous information |
4.22. |
| Title |
Multivariate Transformations -- |
| Miscellaneous information |
4.23. |
| Title |
Convolutions -- |
| Miscellaneous information |
4.24. |
| Title |
Hierarchical Distributions -- |
| Miscellaneous information |
4.25. |
| Title |
Existence and Uniqueness of the Conditional Expectation* -- |
| Miscellaneous information |
4.26. |
| Title |
Identification -- |
| Miscellaneous information |
4.27. |
| Title |
Exercises -- -- |
| Miscellaneous information |
5. |
| Title |
Normal and Related Distributions -- |
| Miscellaneous information |
5.1. |
| Title |
Introduction -- |
| Miscellaneous information |
5.2. |
| Title |
Univariate Normal -- |
| Miscellaneous information |
5.3. |
| Title |
Moments of the Normal Distribution -- |
| Miscellaneous information |
5.4. |
| Title |
Normal Cumulants -- |
| Miscellaneous information |
5.5. |
| Title |
Normal Quantiles -- |
| Miscellaneous information |
5.6. |
| Title |
Truncated and Censored Normal Distributions -- |
| Miscellaneous information |
5.7. |
| Title |
Multivariate Normal -- |
| Miscellaneous information |
5.8. |
| Title |
Properties of the Multivariate Normal -- |
| Miscellaneous information |
5.9. |
| Title |
Chi-Square, t,F , and Cauchy Distributions -- |
| Miscellaneous information |
5.10. |
| Title |
Hermite Polynomials* -- |
| Miscellaneous information |
5.11. |
| Title |
Technical Proofs* -- |
| Miscellaneous information |
5.12. |
| Title |
Exercises -- -- |
| Miscellaneous information |
6. |
| Title |
Sampling -- |
| Miscellaneous information |
6.1. |
| Title |
Introduction -- |
| Miscellaneous information |
6.2. |
| Title |
Samples -- |
| Miscellaneous information |
6.3. |
| Title |
Empirical Illustration -- |
| Miscellaneous information |
6.4. |
| Title |
Statistics, Parameters, and Estimators -- |
| Miscellaneous information |
6.5. |
| Title |
Sample Mean -- |
| Miscellaneous information |
6.6. |
| Title |
Expected Value of Transformations -- |
| Miscellaneous information |
6.7. |
| Title |
Functions of Parameters -- |
| Miscellaneous information |
6.8. |
| Title |
Sampling Distribution -- |
| Miscellaneous information |
6.9. |
| Title |
Estimation Bias -- |
| Miscellaneous information |
6.10. |
| Title |
Estimation Variance -- |
| Miscellaneous information |
6.11. |
| Title |
Mean Squared Error -- |
| Miscellaneous information |
6.12. |
| Title |
Best Unbiased Estimator -- |
| Miscellaneous information |
6.13. |
| Title |
Estimation of Variance -- |
| Miscellaneous information |
6.14. |
| Title |
Standard Error -- |
| Miscellaneous information |
6.15. |
| Title |
Multivariate Means -- |
| Miscellaneous information |
6.16. |
| Title |
Order Statistics∗ -- |
| Miscellaneous information |
6.17. |
| Title |
Higher Moments of Sample Mean* -- |
| Miscellaneous information |
6.18. |
| Title |
Normal Sampling Model -- |
| Miscellaneous information |
6.19. |
| Title |
Normal Residuals -- |
| Miscellaneous information |
6.20. |
| Title |
Normal Variance Estimation -- |
| Miscellaneous information |
6.21. |
| Title |
Studentized Ratio -- |
| Miscellaneous information |
6.22. |
| Title |
Multivariate Normal Sampling -- |
| Miscellaneous information |
6.23. |
| Title |
Exercises -- -- |
| Miscellaneous information |
7. |
| Title |
Law of Large Numbers -- |
| Miscellaneous information |
7.1. |
| Title |
Introduction -- |
| Miscellaneous information |
7.2. |
| Title |
Asymptotic Limits -- |
| Miscellaneous information |
7.3. |
| Title |
Convergence in Probability -- |
| Miscellaneous information |
7.4. |
| Title |
Chebyshev's Inequality -- |
| Miscellaneous information |
7.5. |
| Title |
Weak Law of Large Numbers -- |
| Miscellaneous information |
7.6. |
| Title |
Counterexamples -- |
| Miscellaneous information |
7.7. |
| Title |
Examples -- |
| Miscellaneous information |
7.8. |
| Title |
Illustrating Chebyshev's Inequality -- |
| Miscellaneous information |
7.9. |
| Title |
Vector-Valued Moments -- |
| Miscellaneous information |
7.10. |
| Title |
Continuous Mapping Theorem -- |
| Miscellaneous information |
7.11. |
| Title |
Examples -- |
| Miscellaneous information |
7.12. |
| Title |
Uniformity Over Distributions* -- |
| Miscellaneous information |
7.13. |
| Title |
Almost Sure Convergence and the Strong Law* -- |
| Miscellaneous information |
7.14. |
| Title |
Technical Proofs* -- |
| Miscellaneous information |
7.15. |
| Title |
Exercises -- -- |
| Miscellaneous information |
8. |
| Title |
Central Limit Theory -- |
| Miscellaneous information |
8.1. |
| Title |
Introduction -- |
| Miscellaneous information |
8.2. |
| Title |
Convergence in Distribution -- |
| Miscellaneous information |
8.3. |
| Title |
Sample Mean -- |
| Miscellaneous information |
8.4. |
| Title |
A Moment Investigation -- |
| Miscellaneous information |
8.5. |
| Title |
Convergence of the Moment Generating Function -- |
| Miscellaneous information |
8.6. |
| Title |
Central Limit Theorem -- |
| Miscellaneous information |
8.7. |
| Title |
Applying the Central Limit Theorem -- |
| Miscellaneous information |
8.8. |
| Title |
Multivariate Central Limit Theorem -- |
| Miscellaneous information |
8.9. |
| Title |
Delta Method -- |
| Miscellaneous information |
8.10. |
| Title |
Examples -- |
| Miscellaneous information |
8.11. |
| Title |
Asymptotic Distribution for Plug-In Estimator -- |
| Miscellaneous information |
8.12. |
| Title |
Covariance Matrix Estimation -- |
| Miscellaneous information |
8.13. |
| Title |
t -Ratios -- |
| Miscellaneous information |
8.14. |
| Title |
Stochastic Order Symbols -- |
| Miscellaneous information |
8.15. |
| Title |
Technical Proofs* -- |
| Miscellaneous information |
8.16. |
| Title |
Exercises -- -- |
| 505 80 - FORMATTED CONTENTS NOTE |
|---|
| Miscellaneous information |
9. |
| Title |
Advanced Asymptotic Theory* -- |
| Miscellaneous information |
9.1. |
| Title |
Introduction -- |
| Miscellaneous information |
9.2. |
| Title |
Heterogeneous Central Limit Theory -- |
| Miscellaneous information |
9.3. |
| Title |
Multivariate Heterogeneous Central Limit Theory -- |
| Miscellaneous information |
9.4. |
| Title |
Uniform Central Limit Theory -- |
| Miscellaneous information |
9.5. |
| Title |
Uniform Integrability -- |
| Miscellaneous information |
9.6. |
| Title |
Uniform Stochastic Bounds -- |
| Miscellaneous information |
9.7. |
| Title |
Convergence of Moments -- |
| Miscellaneous information |
9.8. |
| Title |
Edgeworth Expansion for the Sample Mean -- |
| Miscellaneous information |
9.9. |
| Title |
Edgeworth Expansion for Smooth Function Model -- |
| Miscellaneous information |
9.10. |
| Title |
Cornish-Fisher Expansions -- |
| Miscellaneous information |
9.11. |
| Title |
Technical Proofs* -- -- |
| Miscellaneous information |
10. |
| Title |
Maximum Likelihood Estimation -- |
| Miscellaneous information |
10.1. |
| Title |
Introduction -- |
| Miscellaneous information |
10.2. |
| Title |
Parametric Model -- |
| Miscellaneous information |
10.3. |
| Title |
Likelihood -- |
| Miscellaneous information |
10.4. |
| Title |
Likelihood Analog Principle -- |
| Miscellaneous information |
10.5. |
| Title |
Invariance Property -- |
| Miscellaneous information |
10.6. |
| Title |
Examples -- |
| Miscellaneous information |
10.7. |
| Title |
Score, Hessian, and Information -- |
| Miscellaneous information |
10.8. |
| Title |
Examples -- |
| Miscellaneous information |
10.9. |
| Title |
Cram ér-Rao Lower Bound -- |
| Miscellaneous information |
10.10. |
| Title |
Examples -- |
| Miscellaneous information |
10.11. |
| Title |
Cram ér-Rao Bound for Functions of Parameters -- |
| Miscellaneous information |
10.12. |
| Title |
Consistent Estimation -- |
| Miscellaneous information |
10.13. |
| Title |
Asymptotic Normality -- |
| Miscellaneous information |
10.14. |
| Title |
Asymptotic Cram ér-Rao Efficiency -- |
| Miscellaneous information |
10.15. |
| Title |
Variance Estimation -- |
| Miscellaneous information |
10.16. |
| Title |
Kullback-Leibler Divergence -- |
| Miscellaneous information |
10.17. |
| Title |
Approximating Models -- |
| Miscellaneous information |
10.18. |
| Title |
Distribution of the MLE under Misspecification -- |
| Miscellaneous information |
10.19. |
| Title |
Variance Estimation under Misspecification -- |
| Miscellaneous information |
10.20. |
| Title |
Technical Proofs* -- |
| Miscellaneous information |
10.21. |
| Title |
Exercises -- -- |
| Miscellaneous information |
11. |
| Title |
Method of Moments -- |
| Miscellaneous information |
11.1. |
| Title |
Introduction -- |
| Miscellaneous information |
11.2. |
| Title |
Multivariate Means -- |
| Miscellaneous information |
11.3. |
| Title |
Moments -- |
| Miscellaneous information |
11.4. |
| Title |
Smooth Functions -- |
| Miscellaneous information |
11.5. |
| Title |
Central Moments -- |
| Miscellaneous information |
11.6. |
| Title |
Best Unbiased Estimation -- |
| Miscellaneous information |
11.7. |
| Title |
Parametric Models -- |
| Miscellaneous information |
11.8. |
| Title |
Examples of Parametric Models -- |
| Miscellaneous information |
11.9. |
| Title |
Moment Equations -- |
| Miscellaneous information |
11.10. |
| Title |
Asymptotic Distribution for Moment Equations -- |
| Miscellaneous information |
11.11. |
| Title |
Example: Euler Equation -- |
| Miscellaneous information |
11.12. |
| Title |
Empirical Distribution Function -- |
| Miscellaneous information |
11.13. |
| Title |
Sample Quantiles -- |
| Miscellaneous information |
11.14. |
| Title |
Robust Variance Estimation -- |
| Miscellaneous information |
11.15. |
| Title |
Technical Proofs* -- |
| Miscellaneous information |
11.16. |
| Title |
Exercises -- -- |
| Miscellaneous information |
12. |
| Title |
Numerical Optimization -- |
| Miscellaneous information |
12.1. |
| Title |
Introduction -- |
| Miscellaneous information |
12.2. |
| Title |
Numerical Function Evaluation and Differentiation -- |
| Miscellaneous information |
12.3. |
| Title |
Root Finding -- |
| Miscellaneous information |
12.4. |
| Title |
Minimization in One Dimension -- |
| Miscellaneous information |
12.5. |
| Title |
Failures of Minimization -- |
| Miscellaneous information |
12.6. |
| Title |
Minimization in Multiple Dimensions -- |
| Miscellaneous information |
12.7. |
| Title |
Constrained Optimization -- |
| Miscellaneous information |
12.8. |
| Title |
Nested Minimization -- |
| Miscellaneous information |
12.9. |
| Title |
Tips and Tricks -- |
| Miscellaneous information |
12.10. |
| Title |
Exercises -- -- |
| Miscellaneous information |
13. |
| Title |
Hypothesis Testing -- |
| Miscellaneous information |
13.1. |
| Title |
Introduction -- |
| Miscellaneous information |
13.2. |
| Title |
Hypotheses -- |
| Miscellaneous information |
13.3. |
| Title |
Acceptance and Rejection -- |
| Miscellaneous information |
13.4. |
| Title |
Type I and Type II Errors -- |
| Miscellaneous information |
13.5. |
| Title |
One-Sided Tests -- |
| Miscellaneous information |
13.6. |
| Title |
Two-Sided Tests -- |
| Miscellaneous information |
13.7. |
| Title |
What Does "Accept ℍ0" Mean about ℍ0? -- |
| Miscellaneous information |
13.8. |
| Title |
t Test with Normal Sampling -- |
| Miscellaneous information |
13.9. |
| Title |
Asymptotic t Test -- |
| Miscellaneous information |
13.10. |
| Title |
Likelihood Ratio Test for Simple Hypotheses -- |
| Miscellaneous information |
13.11. |
| Title |
Neyman-Pearson Lemma -- |
| Miscellaneous information |
13.12. |
| Title |
Likelihood Ratio Test against Composite Alternatives -- |
| Miscellaneous information |
13.13. |
| Title |
Likelihood Ratio and t Tests -- |
| Miscellaneous information |
13.14. |
| Title |
Statistical Significance -- |
| Miscellaneous information |
13.15. |
| Title |
p-Value -- |
| Miscellaneous information |
13.16. |
| Title |
Composite Null Hypothesis -- |
| Miscellaneous information |
13.17. |
| Title |
Asymptotic Uniformity -- |
| Miscellaneous information |
13.18. |
| Title |
Summary -- |
| Miscellaneous information |
13.19. |
| Title |
Exercises -- -- |
| Miscellaneous information |
14. |
| Title |
Confidence Intervals -- |
| Miscellaneous information |
14.1. |
| Title |
Introduction -- |
| Miscellaneous information |
14.2. |
| Title |
Definitions -- |
| Miscellaneous information |
14.3. |
| Title |
Simple Confidence Intervals -- |
| Miscellaneous information |
14.4. |
| Title |
Confidence Intervals for the Sample Mean under Normal Sampling -- |
| Miscellaneous information |
14.5. |
| Title |
Confidence Intervals for the Sample Mean under Non-Normal Sampling -- |
| Miscellaneous information |
14.6. |
| Title |
Confidence Intervals for Estimated Parameters -- |
| Miscellaneous information |
14.7. |
| Title |
Confidence Interval for the Variance -- |
| Miscellaneous information |
14.8. |
| Title |
Confidence Intervals by Test Inversion -- |
| Miscellaneous information |
14.9. |
| Title |
Use of Confidence Intervals -- |
| Miscellaneous information |
14.10. |
| Title |
Uniform Confidence Intervals -- |
| Miscellaneous information |
14.11. |
| Title |
Exercises -- -- |
| Miscellaneous information |
15. |
| Title |
Shrinkage Estimation -- |
| Miscellaneous information |
15.1. |
| Title |
Introduction -- |
| Miscellaneous information |
15.2. |
| Title |
Mean Squared Error -- |
| Miscellaneous information |
15.3. |
| Title |
Shrinkage -- |
| Miscellaneous information |
15.4. |
| Title |
James-Stein Shrinkage Estimator -- |
| Miscellaneous information |
15.5. |
| Title |
Numerical Calculation -- |
| Miscellaneous information |
15.6. |
| Title |
Interpretation of the Stein Effect -- |
| Miscellaneous information |
15.7. |
| Title |
Positive-Part Estimator -- |
| Miscellaneous information |
15.8. |
| Title |
Summary -- |
| Miscellaneous information |
15.9. |
| Title |
Technical Proofs* -- |
| Miscellaneous information |
15.10. |
| Title |
Exercises -- -- |
| Miscellaneous information |
16. |
| Title |
Bayesian Methods -- |
| Miscellaneous information |
16.1. |
| Title |
Introduction -- |
| Miscellaneous information |
16.2. |
| Title |
Bayesian Probability Model -- |
| Miscellaneous information |
16.3. |
| Title |
Posterior Density -- |
| Miscellaneous information |
16.4. |
| Title |
Bayesian Estimation -- |
| Miscellaneous information |
16.5. |
| Title |
Parametric Priors -- |
| Miscellaneous information |
16.6. |
| Title |
Normal-Gamma Distribution -- |
| Miscellaneous information |
16.7. |
| Title |
Conjugate Prior -- |
| Miscellaneous information |
16.8. |
| Title |
Bernoulli Sampling -- |
| Miscellaneous information |
16.9. |
| Title |
Normal Sampling -- |
| Miscellaneous information |
16.10. |
| Title |
Credible Sets -- |
| Miscellaneous information |
16.11. |
| Title |
Bayesian Hypothesis Testing -- |
| Miscellaneous information |
16.12. |
| Title |
Sampling Properties in the Normal Model -- |
| Miscellaneous information |
16.13. |
| Title |
Asymptotic Distribution -- |
| Miscellaneous information |
16.14. |
| Title |
Technical Proofs* -- |
| Miscellaneous information |
16.15. |
| Title |
Exercises -- -- |
| Miscellaneous information |
17. |
| Title |
Nonparametric Density Estimation -- |
| Miscellaneous information |
17.1. |
| Title |
Introduction -- |
| Miscellaneous information |
17.2. |
| Title |
Histogram Density Estimation -- |
| Miscellaneous information |
17.3. |
| Title |
Kernel Density Estimator -- |
| Miscellaneous information |
17.4. |
| Title |
Bias of Density Estimator -- |
| Miscellaneous information |
17.5. |
| Title |
Variance of Density Estimator -- |
| Miscellaneous information |
17.6. |
| Title |
Variance Estimation and Standard Errors -- |
| Miscellaneous information |
17.7. |
| Title |
Integrated Mean Squared Error of Density Estimator -- |
| Miscellaneous information |
17.8. |
| Title |
Optimal Kernel -- |
| Miscellaneous information |
17.9. |
| Title |
Reference Bandwidth -- |
| Miscellaneous information |
17.10. |
| Title |
Sheather-Jones Bandwidth* -- |
| Miscellaneous information |
17.11. |
| Title |
Recommendations for Bandwidth Selection -- |
| Miscellaneous information |
17.12. |
| Title |
Practical Issues in Density Estimation -- |
| Miscellaneous information |
17.13. |
| Title |
Computation -- |
| Miscellaneous information |
17.14. |
| Title |
Asymptotic Distribution -- |
| Miscellaneous information |
17.15. |
| Title |
Undersmoothing -- |
| Miscellaneous information |
17.16. |
| Title |
Technical Proofs* -- |
| Miscellaneous information |
17.17. |
| Title |
Exercises -- -- |
| Miscellaneous information |
18. |
| Title |
Empirical Process Theory -- |
| Miscellaneous information |
18.1. |
| Title |
Introduction -- |
| Miscellaneous information |
18.2. |
| Title |
Framework -- |
| Miscellaneous information |
18.3. |
| Title |
Glivenko-Cantelli Theorem -- |
| Miscellaneous information |
18.4. |
| Title |
Packing, Covering, and Bracketing Numbers -- |
| Miscellaneous information |
18.5. |
| Title |
Uniform Law of Large Numbers -- |
| Miscellaneous information |
18.6. |
| Title |
Functional Central Limit Theory -- |
| Miscellaneous information |
18.7. |
| Title |
Conditions for Asymptotic Equicontinuity -- |
| Miscellaneous information |
18.8. |
| Title |
Donsker's Theorem -- |
| Miscellaneous information |
18.9. |
| Title |
Technical Proofs* -- |
| Miscellaneous information |
18.10. |
| Title |
Exercises -- -- |
| Miscellaneous information |
Appendix 1. |
| Title |
Limits -- |
| Miscellaneous information |
Appendix 2. |
| Title |
Series -- |
| Miscellaneous information |
Appendix 3. |
| Title |
Factorials -- |
| Miscellaneous information |
Appendix 4. |
| Title |
Exponentials -- |
| Miscellaneous information |
Appendix 5. |
| Title |
Logarithms -- |
| Miscellaneous information |
Appendix 6. |
| Title |
Differentiation -- |
| Miscellaneous information |
Appendix 7. |
| Title |
Mean Value Theorem -- |
| Miscellaneous information |
Appendix 8. |
| Title |
Integration -- |
| Miscellaneous information |
Appendix 9. |
| Title |
Gaussian Integral -- |
| Miscellaneous information |
Appendix 10. |
| Title |
Gamma Function -- |
| Miscellaneous information |
Appendix 11. |
| Title |
Matrix Algebra. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"A comprehensive introduction to probability and statistics through the perspective of applying it to economic analysis"-- |
| Assigning source |
Provided by publisher. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics. |
| 9 (RLIN) |
345416 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Probabilities. |
| 9 (RLIN) |
322771 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Statistics. |
| 9 (RLIN) |
324482 |
| 650 #2 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Probability. |
| 9 (RLIN) |
514072 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Online version: |
| Main entry heading |
Hansen, Bruce E. |
| Title |
Probability and statistics for economists |
| Place, publisher, and date of publication |
Princeton : Princeton University Press, 2022 |
| International Standard Book Number |
9780691236148 |
| Record control number |
(DLC) 2021049278 |
| 776 18 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Record control number |
(OCoLC)1288413596 |
| -- |
(OCoLC)1288467268 |
| -- |
(OCoLC)1288556621 |
| -- |
(OCoLC)1288636452 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
| Suppress in OPAC |
No |
| Source of classification or shelving scheme |
Dewey Decimal Classification |
