A Concise Introduction to Statistical Inference

1. Auflage 2016
ISBN: 978-1-4987-5577-1
Verlag: Chapman and Hall/CRC

Buch, Englisch, 230 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 360 g

This short book introduces the main ideas of statistical inference in a way that is both user friendly and mathematically sound. Particular emphasis is placed on the common foundation of many models used in practice. In addition, the book focuses on the formulation of appropriate statistical models to study problems in business, economics, and the social sciences, as well as on how to interpret the results from statistical analyses.

The book will be useful to students who are interested in rigorous applications of statistics to problems in business, economics and the social sciences, as well as students who have studied statistics in the past, but need a more solid grounding in statistical techniques to further their careers.

Jacco Thijssen is professor of finance at the University of York, UK. He holds a PhD in mathematical economics from Tilburg University, Netherlands. His main research interests are in applications of optimal stopping theory, stochastic calculus, and game theory to problems in economics and finance. Professor Thijssen has earned several awards for his statistics teaching.

Autoren/Hrsg.

Thijssen, Jacco

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik

Inhaltsverzeichnis

Statistical Inference

Theory and Calculus of Probability

From Probability to Statistics

Statistical Inference for the Mean based on a Large Sample

Statistical Models and Sampling Distributions

Estimation of Parameters

Confidence Intervals

Hypothesis Testing

Linear Regression

Bayesian Inference

Appendix

Über Autor(innen)

Jacco Thijssen is a professor of finance at the University of York, UK. Before he joined York, he was at Trinity College Dublin, Ireland, and held visiting positions at LUISS Guido Carli in Rome, Italy, and the Institute of Mathematical Economics at Bielefeld University, Germany. He holds a PhD in mathematical economics from Tilburg University, Netherlands. His main research interests are in the applications of optimal stopping theory, stochastic calculus, and game theory to problems in economics and finance. Professor Thijssen has taught probability theory, statistics, finance, and microeconomics to students of all levels in economics, business, and mathematics. He has received the Aranson Teaching Prize for best organised module twice, as well as a Vice Chancellor’s Teaching Award for his statistics teaching.