國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Dynamics of statistical experiments

Koroliouk, Dmitri.

Dynamics of statistical experiments

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Dynamics of statistical experimentsDmitri Koroliouk.
作者:	Koroliouk, Dmitri.
出版者:	London :ISTE ;2020.
面頁冊數:	1 online resource (229 p.)
標題:	Mathematical statistics.
電子資源:	https://onlinelibrary.wiley.com/doi/book/10.1002/9781119720461
ISBN:	9781119720461$q(electronic bk. ;$qoBook)

Dynamics of statistical experiments
Koroliouk, Dmitri.

Dynamics of statistical experiments[electronic resource] /Dmitri Koroliouk. - 1st ed. - London :ISTE ;2020. - 1 online resource (229 p.)

Includes bibliographical references and index.

This book is devoted to the system analysis of statistical experiments, determined by the averaged sums of sampling random variables. The dynamics of statistical experiments are given by difference stochastic equations with a specied regression function of increments - linear or nonlinear. The statistical experiments are studied by the sample volume increasing (N ''), as well as in discrete-continuous time by the number of stages increasing (k '') for different conditions imposed on the regression function of increments. The proofs of limit theorems employ modern methods for the operator and martingale characterization of Markov processes, including singular perturbation methods. Furthermore, they justify the representation of a stationary Gaussian statistical experiment with the Markov property, as a stochastic difference equation solution, applying the theorem of normal correlation. The statistical hypotheses verification problem is formulated in the classification of evolutionary processes, which determine the dynamics of the predictable component. The method of stochastic approximation is used for classifying statistical experiments.

ISBN: 9781119720461$q(electronic bk. ;$qoBook)Subjects--Topical Terms:

181877
Mathematical statistics.

LC Class. No.: QA276

Dewey Class. No.: 519.5

Dynamics of statistical experiments
LDR:01996cmm a2200253 a 4500 001 606195
003 OCoLC
005 20200612064427.1
006 m o d
007 cr cnu---unuuu
008 211203s2020 enk ob 001 0 eng d
020 $a 9781119720461$q(electronic bk. ;$qoBook)
020 $z 9781786305985
035 $a 1151198504
040 $a EBLCP $b eng $c EBLCP $d DG1 $d EBLCP $d UKAHL $d RECBK $d OCLCF
050 4 $a QA276
082 0 4 $a 519.5 $2 23
100 1 $a Koroliouk, Dmitri. $3 902869
245 1 0 $a Dynamics of statistical experiments $h [electronic resource] / $c Dmitri Koroliouk.
250 $a 1st ed.
260 $a London : $b ISTE ; $a Hoboken, NJ : $b John Wiley & Sons, $c 2020.
300 $a 1 online resource (229 p.)
504 $a Includes bibliographical references and index.
520 $a This book is devoted to the system analysis of statistical experiments, determined by the averaged sums of sampling random variables. The dynamics of statistical experiments are given by difference stochastic equations with a specied regression function of increments - linear or nonlinear. The statistical experiments are studied by the sample volume increasing (N ''), as well as in discrete-continuous time by the number of stages increasing (k '') for different conditions imposed on the regression function of increments. The proofs of limit theorems employ modern methods for the operator and martingale characterization of Markov processes, including singular perturbation methods. Furthermore, they justify the representation of a stationary Gaussian statistical experiment with the Markov property, as a stochastic difference equation solution, applying the theorem of normal correlation. The statistical hypotheses verification problem is formulated in the classification of evolutionary processes, which determine the dynamics of the predictable component. The method of stochastic approximation is used for classifying statistical experiments.
588 $a Description based on print version record.
650 0 $a Mathematical statistics. $3 181877
856 4 0 $u https://onlinelibrary.wiley.com/doi/book/10.1002/9781119720461