This book and software package present a unified approach for doing mathematical statistics with Mathematica. The book, although it assumes preliminary knowledge of calculus, statistics, and probability, assumes no prior knowledge of Mathematica. The emphasis is on problem solving, with less attention paid to the presentation of theorems and their associated proofs, which can be found in traditional texts.
The mathStatica software, an add-on to Mathematica, provides a toolset specially designed for doing mathematical statistics. It enables students to solve difficult problems by removing the technical calculations often associated with mathematical statistics. The professional statistician will be able to tackle tricky multivariate distributions, generating functions, inversion theorems, symbolic maximum likelihood estimation, unbiased estimation, and the checking and correcting of textbook formulas. This text would be a useful companion for researchers and students in statistics, econometrics, engineering, physics, psychometrics, economics, finance, biometrics, and the social sciences.
The book contains two cross-platform CDs, which run on Windows, Macintosh, Linux, and most Unix platforms. The mathStatica CD includes mathStatica, the applications package for mathematical statistics; custom Mathematica palettes; a live interactive book that is identical to the printed text; hundreds of live examples, animations, and illustrations; and online help. The second CD contains a trial version of Mathematica 4.
Note: The version of mathStatica that accompanies this book is not compatible with Mathematica 5. Please visit the author's website for more information.
Introduction | Continuous Random Variables | Discrete Random Variables | Distributions of Functions of Random Variables | Systems of Distributions | Multivariate Distributions | Moments of Sampling Distributions | Asymptotic Theory | Statistical Decision Theory | Unbiased Parameter Estimation | Principles of Maximum Likelihood Estimation | Maximum Likelihood Estimation in Practice
Economics and Finance
, Probability and Statistics