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Statistical Modelling with Quantile Functions - Warren Gilchrist

Statistical Modelling with Quantile Functions

Buch | Hardcover
340 Seiten
2000
Chapman & Hall/CRC (Verlag)
978-1-58488-174-2 (ISBN)
CHF 249,95 inkl. MwSt
Presents a practical approach to statistical modeling. This book provides a modelling kit for both deterministic and random elements in models and offers various insights into the structure of distributions. It focuses on the parametric use of quantile functions that lead to meaningful parameters and transform the model rather than the data.
Galton used quantiles more than a hundred years ago in describing data. Tukey and Parzen used them in the 60s and 70s in describing populations. Since then, the authors of many papers, both theoretical and practical, have used various aspects of quantiles in their work. Until now, however, no one put all the ideas together to form what turns out to be a general approach to statistics.

Statistical Modelling with Quantile Functions does just that. It systematically examines the entire process of statistical modelling, starting with using the quantile function to define continuous distributions. The author shows that by using this approach, it becomes possible to develop complex distributional models from simple components. A modelling kit can be developed that applies to the whole model - deterministic and stochastic components - and this kit operates by adding, multiplying, and transforming distributions rather than data.

Statistical Modelling with Quantile Functions adds a new dimension to the practice of statistical modelling that will be of value to anyone faced with analyzing data. Not intended to replace classical approaches but to supplement them, it will make some of the traditional topics easier and clearer, and help readers build and investigate models for their own practical statistical problems.

Gilchrist, Warren

INTRODUCTION: An Overview. Describing the Sample. Describing the Population. Statistical Foundations. QUANTILE MODELS AND THEIR CONSTRUCTION: Foundation Distributions. Distributional Model Building. THE STATISTICAL MODELLING PROCESS: Identification. Estimation. Validation. Application. EXTENDING THE MODELS: Regression Quantile Models. Bivariate Quantile Models. Postscript.

Erscheint lt. Verlag 15.5.2000
Zusatzinfo 58 Tables, black and white
Sprache englisch
Maße 156 x 234 mm
Gewicht 790 g
Themenwelt Mathematik / Informatik Mathematik Angewandte Mathematik
Mathematik / Informatik Mathematik Statistik
ISBN-10 1-58488-174-7 / 1584881747
ISBN-13 978-1-58488-174-2 / 9781584881742
Zustand Neuware
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