Search result
Include: all the following filters
Items found: 8
New York [etc.] : John Wiley & sons, ©1964
Abstract: Introduction - basic concepts of matrix algebra - basic concepts of statistical inference - classical linear regression - extensions of linear regression - linear regression with stochastic regressors - system of simultaneous linear relationships.
New York : J. Wiley & sons ; London : Chapman & Hall, 1950
Abstract: The specification of the reliability required - Some elementary theory for design - Some theory for analysis and estimation of precision - Applications of some of the foregoing theory - Some further theory for design and analysis.
New York : J. Wiley ; London : Chapman & Hall, 1953
Abstract: Introdution and probability bakground - Definition of a stochastic process-principal classes - Processes with mutually independent random variables - Processes with mutually uncorrelated or orthogonal random variables - Markov processes-discrete parameter - Markov processes-continuous parameter - Martingales - Processes with indipendent increments - Processes with orthogonal increments - Stationary processes-discrete parameter - Stationary processes-continuous parameter - Linear least ...; [Read more...]
New York ; London : John Wiley & sons,1959
Abstract: Data processing - Introduction to probability and random variables - Utility and descripitive statistics - Uncertainty due to ignorance of the - The computation of bayes strategies -Introduction to classical statistics - Models - Testing hypotheses - Estimation and confidence intervals.
New York ; London : Wiley & sons, 1960
Abstract: Standards of statistical practice - Replicated sampling designs - Some theory useful in sampling.
New York : Wiley & sons ; London : Chapman & Hall, 1954
Abstract: Games in normal form - Values and optimal strategies in games - General structure of statistical games - Utility and principles of choice - Classes of optimal strategies - Fixed sample-size games with finite omega - Fixed sample-size games with finite alpha - Sufficient statistics and the invariance principle in statistical games - Sequential games - Bayes and minimax sequential procedures when both omega and alpha are finite - Estimation - Comparison of experiments.
New York : Wiley & Sons ; London : Chapman & Hall, 1959
Abstract: The general decision problem - The probability background - Uniformly most powerful tests - Unbiasedness: theory and first applications - Unbiasedness: applications to normal distributions; confidence intervals - Invariance - Linear hypotheses - The minimax principle - Appendix.
New York : J. Wiley E Sons, 1975
Abstract: IL LIBRO PRESENTA UNA SERIE DI TECNICHE DI ANALISI DELLE PROPRIETà DEI MODELLI DINAMICI STOCASTICI IN ECONOMIA E DI APPLICAZIONE DI QUESTI MODELLI NELLA DETERMINAZIONE DELLA POLITICA ECONOMICA QUANTITATIVA. INOLTRE ILLUSTRA QUESTE TECNICHE CON UNA SERIE DI ESEMPI E DI APPLICAZIONI. IL VOLUME SI DIVIDE IN DUE PARTI: LA PARTE PRIMA DEDICATA ALL'ANALISI DEI SISTEMI ECONOMETRICI DINAMICI E LA SECONDA ALLE TECNICHE DI CONTROLLO NELL'USO DI TALI SISTEMI.