Ivchenko, Medvedev, Chistyakov - Problems In Mathematical Statis

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Problems in Mathematical Statistics 
by
G. I. Ivchenko, Yu. I. Medvedev and A. V. Chistyakov
This problem book covers all the traditional topics in modern
statistical theory and is designed for students at technical colleges
and universities who have mathematical statistics as an obligatory
course.  The problems are mostly analytical. The student is asked to
prove the validity or an assertion or carry out an investigation. This
will help him grasp the main aspects of mathematical statistics. Some
of the problems are more difficult and can be used as individual
assignments for course papers.
We have included problems on computer simulation of random variables
in order to obtain the data for statistical interpretation. Any
theoretical problem which contains a statistical algorithm for data
analysis can be used (with the appropriate (practically infinite)
choice of the model parameters ) to formulate a practical
problem. At the first stage the original data should be simulated
using either published tables of random numbers or special computer
programs. Then, by interpreting these experimental results
according to the algorithm in question, the student can compare the
theoretical hypothesis with the original parameters which are known
as they were used when the sample was simulated.
 All the problems differ in complexity. More difficult problems are
marked with an asterisk and may require a significant effort on the
part of the reader. Problems that cannot be reduced to standard
algorithms are answered in detail or hints are given.
Each chapter contains the basic notions, assertions, and formulas
from the respective theo ret ical section. The statistical tables at the end
of the book will help the reader obtain numerical results. The list of
distributions will help him choose problems on different aspects of
the same model.
 This book was translated from the Russian by Elena Troshneva. The
  book was published by first Mir Publishers in 1991.
This makes it one of the last books to see the light of publication
  under Mir.
  All credits to the original uploader.
  DJVU | 3.8 MB | Pages: 282 | OCR | Cover
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Table of Contents
Preface 6
Theory and Problems 7
Chapter I 
Principles of Statistical Description. Sampling Characteristics and Their Distributions 7
Chapter 2 Estimation and Distribution of Parameters 37
Chapter 3 Tests of Statistical Hypotheses 79
Chapter 4 Linear, Regression and the Least Squares Method 107
Chapter 5 Decision Functions 119
Chapter 6 Statistics of Stationary Sequences 131
Answers and Solutions 137
Appendix 263
List of Distributions 277
Bibliography 279
Ivchenko-Medvedev-Chistyakov-Problems_in_Mathematical_Statistics.pdf 37.858 MB
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