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Multivariate Exponential Families: A Concise Guide to Statistical Inference

Multivariate Exponential Families: A Concise Guide to Statistical Inference

by Stefan Bedbur and Udo Kamps
Paperback
Publication Date: 08/10/2021

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This book provides a concise introduction to exponential families. Parametric families of probability distributions and their properties are extensively studied in the literature on statistical modeling and inference. Exponential families of distributions comprise density functions of a particular form, which enables general assertions and leads to nice features. With a focus on parameter estimation and hypotheses testing, the text introduces the reader to distributional and statistical properties of multivariate and multiparameter exponential families along with a variety of detailed examples. The material is widely self-contained and written in a mathematical setting. It may serve both as a concise, mathematically rigorous course on exponential families in a systematic structure and as an introduction to Mathematical Statistics restricted to the use of exponential families.
ISBN:
9783030818999
9783030818999
Category:
Probability & statistics
Format:
Paperback
Publication Date:
08-10-2021
Publisher:
Springer Nature Switzerland AG
Country of origin:
Switzerland
Pages:
142
Dimensions (mm):
235x155mm
Weight:
0.24kg

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