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Probability and Conditional Expectation : Fundamentals for the Empirical Sciences. 確率と条件付き期待値－経験科学のための基礎
・ISBN 978-1-119-24352-6 hard US$ 130.95
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-119-24349-6
| 著者・編者 | Steyer, Rolf / Nagel, W., |
|---|---|
| シリーズ | Wiley Series in Probability and Statistics |
| 出版社 | (Wiley, US) |
| 出版年月 | 2017 |
| ページ数 | 544 pp. |
| 言語 | ENG |
| ニュース番号 | ＜639-436 639-P935＞ |
解説
Probability and Conditional Expectations bridges the gap between books on probability theory and statistics by providing the probabilistic concepts estimated and tested in analysis of variance, regression analysis, factor analysis, structural equation modeling, hierarchical linear models and analysis of qualitative data. The authors emphasize the theory of conditional expectations that is also fundamental to conditional independence and conditional distributions.
Probability and Conditional Expectations
- Presents a rigorous and detailed mathematical treatment of probability theory focusing on concepts that are fundamental to understand what we are estimating in applied statistics.
- Explores the basics of random variables along with extensive coverage of measurable functions and integration.
- Extensively treats conditional expectations also with respect to a conditional probability measure and the concept of conditional effect functions, which are crucial in the analysis of causal effects.
- Is illustrated throughout with simple examples, numerous exercises and detailed solutions.
- Provides website links to further resources including videos of courses delivered by the authors as well as R code exercises to help illustrate the theory presented throughout the book.