Continuous univariate distributions: 1
Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Boston
Mifflin
1994
New York, NY Wiley 1994 |
| Ausgabe: | 2. ed. |
| Schriftenreihe: | Johnson, Norman L.: Distributions in statistics
... Wiley series in probability and mathematical statistics |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007340328&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | XIX, 756 S. graph. Darst. |
| ISBN: | 0471584959 9780471584957 |
Internformat
MARC
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| 100 | 1 | |a Johnson, Norman Lloyd |d 1917-2004 |e Verfasser |0 (DE-588)128650419 |4 aut | |
| 245 | 1 | 0 | |a Continuous univariate distributions |n 1 |c Norman L. Johnson ; Samuel Kotz |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a Boston |b Mifflin |c 1994 | |
| 264 | 1 | |a New York, NY |b Wiley |c 1994 | |
| 300 | |a XIX, 756 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Johnson, Norman L.: Distributions in statistics |v ... | |
| 490 | 0 | |a Wiley series in probability and mathematical statistics | |
| 700 | 1 | |a Kotz, Samuel |d 1930-2010 |e Verfasser |0 (DE-588)119529653 |4 aut | |
| 700 | 1 | |a Balakrishnan, Narayanaswamy |d 1956- |e Verfasser |0 (DE-588)122214846 |4 aut | |
| 773 | 0 | 8 | |w (DE-604)BV004900161 |g 1 |
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-007340328 | |
Datensatz im Suchindex
| DE-BY-TUM_call_number | 0048 MAT 603f 2001 A 23541-1(2) 0048 1.97 A 232 0102 MAT 603f 2001 A 23541-1 |
|---|---|
| DE-BY-TUM_katkey | 1431401 |
| DE-BY-TUM_location | LSB 01 |
| DE-BY-TUM_media_number | 040010227320 040020086568 040020362143 040020352845 |
| _version_ | 1821932362619944961 |
| adam_text | Contents
Preface
xv
List of Tables
xvii
12
Continuous Distributions (General)
1
1
Introduction,
1
2
Order Statistics,
6
3
Calculus of Probability Density Functions,
14
4
Systems of Distributions,
15
4.1
Pearson System,
15
4.2
Expansions,
25
4.3
Transformed Distributions,
33
4.4
Bessel Function Distributions,
50
4.5
Miscellaneous,
53
5
Cornish-Fisher Expansions,
63
6
Note on Characterizations,
67
Bibliography,
68
13
Normal Distributions
80
1
Definition and Tables,
80
2
Historical Remarks,
85
3
Moments and Other Properties,
88
4
Order Statistics,
93
5
Record Values,
99
6
Characterizations,
100
7
Approximations and Algorithms, 111
vii
Viii CONTENTS
8
Estimation,
123
8.1
Estimation of
ξ,
123
8.2
Estimation of
σ,
127
8.3
Estimation of Functions of
ξ
and
σ,
139
8.4
Estimation from Censored Data,
146
9
Simulational Algorithms,
152
9.1
Box-Muller Method,
152
9.2
Marsaglia-Bray s Improvement,
153
9.3
Acceptance-Rejection Method,
153
9.4
Ahrens-Dieter Method,
155
10
Related Distributions,
156
10.1
Truncated Normal Distributions,
156
10.2
Mixtures,
163
10.3
Other Related Distributions,
168
Bibliography,
174
14
Lognormal Distributions
207
1
Introduction,
207
2
Historical Remarks,
209
3
Moments and Other Properties,
211
4
Estimation,
220
4.1
θ
Known,
220
4.2
θ
Unknown,
222
4.3
Graphical Estimation,
236
5
Tables and Graphs,
237
6
Applications,
238
7
Censoring, Truncated Lognormal and Related
Distributions,
240
8
Convolution of Normal and Lognormal Distributions,
247
Bibliography,
249
15
Inverse Gaussian
(Wald)
Distributions
259
1
Introduction,
259
2
Genesis,
260
3
Definition,
261
4
Moments,
262
5
Properties,
266
6
Estimation of Parameters,
270
CONTENTS
ІХ
7
Truncated Distributions
—
Estimation of Parameters,
276
7.1
Doubly Truncated Distribution,
277
7.2
Truncation of the Lower Tail Only,
278
7.3
Truncation of the Upper Tail Only,
279
8
Conditional Expectations of the Estimators
of the
Cumulants,
279
9
Related Distributions,
281
9.1
Reciprocal of an Inverse Gaussian
Variate,
281
9.2
Birnbaum-Saunders Distribution,
283
9.3
Generalized Inverse Gaussian Distributions,
284
9.4
Mixtures of IG(/i,
λ)
with Its Complementary
Reciprocal,
285
9.5
Other Related Distributions,
287
10
Tables,
289
11
Applications,
290
Bibliography,
292
16
Cauchy Distribution
298
1
Historical Remarks,
298
2
Definition and Properties,
299
3
Order Statistics,
303
4
Methods of Inference,
306
4.1
Methods Based on Order Statistics,
306
4.2
Maximum Likelihood Inference,
310
4.3
Conditional Inference,
314
4.4
Bayesian Inference,
315
4.5
Other Developments in Inference,
317
5
Genesis and Applications,
318
6
Characterizations,
321
7
Generation Algorithms,
323
7.1
Monahan s
(1979)
Algorithm,
323
7.2
Kronmal and Peterson s
(1981)
Acceptance-Complement
Method,
324
7.3
Ahrens and Dieter s
(1988)
Algorithm,
326
8
Related Distributions,
327
Bibliography,
329
17
Gamma Distributions
337
1
Definition,
337
2
Moments and Other Properties,
338
X
CONTENTS
3
Genesis and Applications,
343
4
Tables and Computational Algorithms,
344
5
Approximation and Generation of Gamma
Random Variables,
346
6
Characterizations,
349
7
Estimation,
355
7.1
Three Parameters Unknown,
356
7.2
Some Parameters Unknown,
360
7.3
Estimation of Shape Parameter
(jß
and
у
Known),
368
7.4
Order Statistics and Estimators Based
on Order Statistics,
370
8
Related Distributions,
379
8.1
Truncated Gamma Distributions,
380
8.2
Compound Gamma Distributions,
381
8.3
Transformed Gamma Distributions,
382
8.4
Convolutions of Gamma Distributions,
384
8.5
Mixtures of Gamma Distributions,
386
8.6
Reflected Gamma Distributions,
386
8.7
Generalized Gamma Distributions,
388
Bibliography,
397
18
Chi-Square Distributions Including Chi and Rayleigh
415
1
Historical Remarks,
415
2
Definition,
416
3
Moments and Other Properties,
420
4
Tables and Nomograms,
422
5
Approximations and Computational Algorithms,
426
6
Characterizations,
441
7
Simulational Algorithms,
443
8
Distributions of Linear Combinations,
444
9
Related Distributions,
450
10
Specific Developments in the Rayleigh Distribution,
456
10.1
Historical Remarks,
456
10.2
Basic Properties,
456
10.3
Order Statistics and Properties,
459
10.4
Inference,
461
10.5
Prediction,
474
10.6
Record Values and Related Issues,
475
CONTENTS Xl
10.7
Related Distributions,
479
Bibliography,
481
19
Exponential Distributions
494
1
Definition,
494
2
Genesis,
494
3
Some Remarks on History,
497
4
Moments and Generating Functions,
498
5
Applications,
499
6
Order Statistics,
499
7
Estimation,
506
7.1
Classical Estimation,
506
7.2
Grouped Data,
509
7.3
Estimators Using Selected Quantiles,
510
7.4
Estimation of Quantiles,
521
7.5
Bayesian Estimation,
522
7.6
Miscellaneous,
526
8
Characterizations,
534
8.1
Characterizations Based on Lack of Memory
and on Distributions of Order Statistics,
536
8.2
Characterizations Based on Conditional
Expectations (Regression),
540
8.3
Record Values,
544
8.4
Miscellaneous,
544
8.5
Stability,
545
9
Mixtures of Exponential Distributions,
546
10
Related Distributions,
551
Bibliography,
556
20
Parete
Distributions,
573
1
Introduction,
573
2
Genesis,
573
3
Definitions,
574
4
Moments and Other Indices,
577
4.1
Moments,
577
4.2
Alternative Measures of Location,
577
4.3
Measures of Inequality,
578
XII
CONTENTS
5
Estimation
of Parameters,
579
5.1
Least-Squares Estimators,
580
5.2
Estimators from Moments,
580
5.3
Maximum Likelihood Estimation,
581
5.4
Estimation Based on Order Statistics,
584
5.5
Sequential Estimation,
588
5.6
Minimax Estimation,
588
5.7
Estimation of Pareto Densities,
589
5.8
Estimation of Pareto Quantiles,
590
5.9
Censored Data,
592
5.10
Bayesian Estimation,
594
6
Estimation of
Lorenz
Curve and
Gini
Index,
595
7
Miscellaneous,
596
8
Order Statistics and Record Values,
599
8.1
Order Statistics,
599
8.2
Record Values,
601
9
Characterizations,
603
10
Product and Ratios of Pareto Random Variables,
605
11
Applications and Related Distributions,
607
12
Generalized Pareto Distributions,
614
Bibliography,
620
21
Weibull Distributions
623
1
Historical Remarks,
628
2
Definition,
629
3
Order Statistics,
637
4
Methods of Inference,
641
4.1
Moment Estimation,
641
4.2
Best Linear Unbiased Estimation,
644
4.3
Asymptotic Best Linear Unbiased Estimation,
647
4.4
Minimum Quantile Distance Estimation,
651
4.5
Modified Moment Estimation,
652
4.6
Maximum likelihood Estimation,
656
4.7
Modified Maximum Likelihood Estimation,
660
4.8
Bayesian Estimation and Shrinkage Estimation,
661
5
Tolerance Limits and Intervals,
663
6
Prediction Limits and Intervals,
667
7
Record Values,
671
8
Tables and Graphs,
675
CONTENTS XiÜ
9 Characterizations, 679
10 Simulation
Algorithms,
682
11 Applications, 684
12
Related Distributions,
686
Bibliography,
695
Abbreviations
723
Autbor
Index
725
Subject Index
749
|
| any_adam_object | 1 |
| author | Johnson, Norman Lloyd 1917-2004 Kotz, Samuel 1930-2010 Balakrishnan, Narayanaswamy 1956- |
| author_GND | (DE-588)128650419 (DE-588)119529653 (DE-588)122214846 |
| author_facet | Johnson, Norman Lloyd 1917-2004 Kotz, Samuel 1930-2010 Balakrishnan, Narayanaswamy 1956- |
| author_role | aut aut aut |
| author_sort | Johnson, Norman Lloyd 1917-2004 |
| author_variant | n l j nl nlj s k sk n b nb |
| building | Verbundindex |
| bvnumber | BV010970656 |
| classification_rvk | SK 800 |
| classification_tum | MAT 603f |
| ctrlnum | (OCoLC)632994106 (DE-599)BVBBV010970656 |
| dewey-full | 519.24 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.24 |
| dewey-search | 519.24 |
| dewey-sort | 3519.24 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 2. ed. |
| format | Book |
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| id | DE-604.BV010970656 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T10:04:04Z |
| institution | BVB |
| isbn | 0471584959 9780471584957 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007340328 |
| oclc_num | 632994106 |
| open_access_boolean | |
| owner | DE-703 DE-945 DE-824 DE-20 DE-384 DE-739 DE-473 DE-BY-UBG DE-N2 DE-91G DE-BY-TUM DE-19 DE-BY-UBM DE-355 DE-BY-UBR DE-521 DE-634 DE-83 |
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| physical | XIX, 756 S. graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Mifflin Wiley |
| record_format | marc |
| series2 | Johnson, Norman L.: Distributions in statistics Wiley series in probability and mathematical statistics |
| spellingShingle | Johnson, Norman Lloyd 1917-2004 Kotz, Samuel 1930-2010 Balakrishnan, Narayanaswamy 1956- Continuous univariate distributions |
| title | Continuous univariate distributions |
| title_auth | Continuous univariate distributions |
| title_exact_search | Continuous univariate distributions |
| title_full | Continuous univariate distributions 1 Norman L. Johnson ; Samuel Kotz |
| title_fullStr | Continuous univariate distributions 1 Norman L. Johnson ; Samuel Kotz |
| title_full_unstemmed | Continuous univariate distributions 1 Norman L. Johnson ; Samuel Kotz |
| title_short | Continuous univariate distributions |
| title_sort | continuous univariate distributions |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007340328&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV004900161 |
| work_keys_str_mv | AT johnsonnormanlloyd continuousunivariatedistributions1 AT kotzsamuel continuousunivariatedistributions1 AT balakrishnannarayanaswamy continuousunivariatedistributions1 |
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| Signatur: |
0048 1.97 A 232 Lageplan 0048 MAT 603f 2001 A 23541-1(2) Lageplan |
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Teilbibliothek Mathematik & Informatik
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0102 MAT 603f 2001 A 23541-1 Lageplan |
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