Probability and Statistics Cookbook

Probability and Statistics Cookbook

“Probability and Statistics Cookbook”, by Matthias Vallentin, contains a succinct representation of various topics in probability theory and statistics. It provides a comprehensive reference reduced to the mathematical essence, rather than aiming for elaborate explanations.


This cookbook integrates a variety of topics in probability theory and statistics. It is based on literature and in-class material from courses of the statistics department at the University of California in Berkeley but also in
uenced by other sources.

Table of Contents

  • Distribution Overview
  • Probability Theory
  • Random Variables
  • Expectation
  • Variance
  • Inequalities
  • Distribution Relationships
  • Probability and Moment Generating Functions
  • Multivariate Distributions
  • Convergence
  • Statistical Inference
  • Parametric Inference
  • Hypothesis Testing
  • Bayesian Inference
  • Exponential Family
  • Sampling Methods
  • Decision Theory
  • Linear Regression
  • Non-parametric Function Estimation
  • Stochastic Processes
  • Time Series
  • Math

Book Details

Author(s): Matthias Vallentin
Publisher: –
Format(s): PDF
File size: 1.20 MB
Number of pages: 28
Link: Download.

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