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Mathematical Statistics with - mathStatica · Mathematical Statistics with Mathematica Chapter 2...

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Page 1: Mathematical Statistics with - mathStatica · Mathematical Statistics with Mathematica Chapter 2 – Continuous Random Variables 2.1 Introduction 31 2.2 Measures of Location 35 A
Page 2: Mathematical Statistics with - mathStatica · Mathematical Statistics with Mathematica Chapter 2 – Continuous Random Variables 2.1 Introduction 31 2.2 Measures of Location 35 A

Mathematical Statistics with Mathematica

Chapter 2 – Continuous Random Variables

2.1 Introduction 31

2.2 Measures of Location 35A Mean 35B Mode 36C Median and Quantiles 37

2.3 Measures of Dispersion 40

2.4 Moments and Generating Functions 45A Moments 45B The Moment Generating Function 46C The Characteristic Function 50D Properties of Characteristic Functions (and mgf’s) 52E Stable Distributions 56F Cumulants and Probability Generating Functions 60G Moment Conversion Formulae 62

2.5 Conditioning, Truncation and Censoring 65A Conditional / Truncated Distributions 65B Conditional Expectations 66C Censored Distributions 68D Option Pricing 70

2.6 Pseudo-Random Number Generation 72A Mathematica’s Statistics Package 72B Inverse Method (Symbolic) 74C Inverse Method (Numerical) 75D Rejection Method 77

2.7 Exercises 80

Please reference this 2002 edition as:Rose, C. and Smith, M.D. (2002)Mathematical Statistics with Mathematica, Springer-Verlag, New York.

Latest editionFor the latest up-to-date edition, please visit: www.mathStatica.com

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