Correlation And Dependence

Correlation And Dependence

By: Samuel Kotz (author), Dominique Drouet (author)Hardback

Up to 2 WeeksUsually despatched within 2 weeks

Description

The concept of dependence permeates the Earth and its inhabitants in a most profound manner. Examples of interdependent meteorological phenomena in nature and interdependence in the medical, social, and political aspects of our existence, not to mention the economic structures, are too numerous to be cited individually. Moreover, the dependence is obviously not deterministic but of a stochastic nature. However, it seems that none of the departments of statistics, engineering, economics and mathematics in the academic institutions throughout the world offer courses dealing with dependence concepts and measures.This book can thus be viewed as an attempt to remedy the situation, and it has been written for a graduate course or a seminar on correlation and dependence concepts and measures. A modest background in mathematical statistics and probability and integral calculus is required. The book is not a full-scale expedition up another statistical Alp. Rather, it is a tour over a somewhat neglected but important terrain. The chapter on correlation is written for a layman.

Contents

Notations and definitions; correlation and dependence - an introspection; concepts of dependence and stochastic ordering; copulas; Farlie-Gumbel-Morgenstern models of dependence; global versus local dependence between random variables.

Product Details

  • ISBN13: 9781860942648
  • Format: Hardback
  • Number Of Pages: 236
  • ID: 9781860942648
  • ISBN10: 1860942644

Delivery Information

  • Saver Delivery: Yes
  • 1st Class Delivery: Yes
  • Courier Delivery: Yes
  • Store Delivery: Yes

Prices are for internet purchases only. Prices and availability in WHSmith Stores may vary significantly

Close