In this post we will see Problems in Mathematical Statistics by

*G. I. Ivchenko, Yu. I. Medvedev and A. V. Chistyakov*

This problem book covers all the traditional topics in modern statistical theory and is designed for students at technical colleges and universities who have mathematical statistics as an obligatory course. The problems are mostly analytical. The student is asked to prove the validity or an assertion or carry out an investigation. This will help him grasp the main aspects of mathematical statistics. Some of the problems are more difficult and can be used as individual assignments for course papers. We have included problems on computer simulation of random variables in order to obtain the data for statistical interpretation. Any “theoretical” problem which contains a statistical algorithm for data analysis can be used (with the appropriate (practically infinite) choice of the model parameters ) to formulate a “practical” problem. At the first stage the original data should be simulated using either published tables of random numbers or special computer programs. Then, by interpreting these “experimental” results according to the algorithm in question, the student can compare the theoretical hypothesis with the original parameters which are known as they were used when the sample was simulated. All the problems differ in complexity. More difficult problems are marked with an asterisk and may require a significant effort on the part of the reader. Problems that cannot be reduced to standard algorithms are answered in detail or hints are given.

Each chapter contains the basic notions, assertions, and formulas from the respective theoretical section. The statistical tables at the end of the book will help the reader obtain numerical results. The list of distributions will help him choose problems on different aspects of the same model.

This book was translated from the Russian by *Elena Troshneva*. The book was published by first Mir Publishers in 1991.This makes it one of the last books to see the light of publication under Mir.

All credits to the

*original uploader.*

DJVU | 3.8 MB | Pages: 282 | OCR | Cover

You can get the book *here*

For magnet / torrent links go *here.* Password if needed:

*mirtitles*

4-shared link here

Password, if required, for 4shared files:

www.mirtitles.org

Facing problems while extracting? See *FAQs*

*Table of Contents*

Preface 6

Theory and Problems 7

**Chapter I**

Principles of Statistical Description. Sampling Characteristics and

Their Distributions 7

**Chapter 2**

Estimation and Distribution of Parameters 37

Estimators and their General Properties 45

Optimum Estimators 56

Maximum Likelihood estimates 66

Confidence Estimation 71

**Chapter 3**

Tests of Statistical Hypotheses 79

Goodness of Fit Tests 87

A Choice Between Two Simple Hypotheses 96

Composite Hypotheses 99

Tests of Hypotheses and Confidence Estimation l01

Likelihood Ratio Test 102

Various Problems 104

**Chapter 4**

Linear, Regression and the Least Squares Method 107

**Chapter 5**

Decision Functions 119

**Chapter 6**

Statistics of Stationary Sequences 131

Answers and Solutions 137

Appendix 263

List of Distributions 277

Bibliography 279

scan quality is quite bad. Fix this please.

damitr,

anxious to see Tarasov’s WORLD IS BUILT ON PROBABILITY and perelman Arithmetic for entertainment and mechanics for entertainment

It’s Here

Firstly great work in collating the collection and hosting it for all.

Secondly, the link seems broken (fails after I press download) and torrent file is also stuck at “downloading metadata”. Please look into it when you are free

@zorrothefox, The ifile link seems to be working fine for me. Solve the captcha and try again.If it doesn’t solve the problem I will post a 4shared link for you

Biju,

Between my posting and your replying, the torrent link managed to wake up and downloaded slowly, but steadily and finally finished 🙂

Thanks for your response, and I appreciate the effort damitr and yourself are putting into this. Thanks.

Reblogged this on Yassin Balja.