Kurslitteratur i matematisk statistik

Litteraturlistan har fastställts av studierektor att gälla fr o m 20181205.
I samtliga fall gäller att senaste upplagan används.
Böckerna och kompendier säljs av Cremona, Sven Hultins gata 4.

 
KURS
LITTERATUR
KURSER PÅ GRUNDNIVÅ
MSG110 Sannolikhetsteori
S. E. Alm, T. Britton: Stokastik, Liber 2008
MSG200 Statistical Inference Rice: Mathematical statistics and data analysis 
MSG400 Stochastic Data Processing and Simulation Downloadable lecture notes
MSG500 Linear Statistical Models
MSG600 Statistical Quality Control  Introduction to Statistical Quality Control, Douglas C. Montgomery, Wiley
MSG700 Reliability Theory System Reliability Theory: Models, Statistical methods, and Applications, 2nd edition by Marvin Rausand & Arnljot Høyland. Wiley, 2004.
MSG800 Bacis Stochastic Processes
Hwei Hsu: Probability, Random Variables, and Random Processes, 2nd Ed. 2010 or 3rd Ed. 2014. Schaum’s Outlines, McGraw-Hill and Geoffrey Grimmett and David Stirzaker: Prob- ability and Random Processes, 3rd Ed. 2001. Oxford University Press
MSG810 Matematisk statistik och diskret matematik Milton, Arnold: Introduction to Probability and Statistics: Principles and Applications for Engineering and the Computin Sciences
(Mc-Graw Hill) 
MSG820 Statistik för fysiker Milton, Arnold: Introduction to Probability and Statistics: Principles and Applications for Engineering and the Computin Sciences
(Mc-Graw Hill)
​MSG830 Statistisk analys och experimentplanering Kompendium, kommer delas ut vid kursstart.
KURSER PÅ AVANCERAD NIVÅ
MSA101Computational Methods for Bayesian Statistics Albert: Bayesian Computation with R. Robert and Casella: Introducing Monte Carlo Methods with R. Bishop: Pattern Recognition And Machine Learning.
MSA150 Foundations of Probability G. Grimmett, D. Stirzaker: Probability and Random Processes, Oxford University Press, 3rd edition, 2001
MSA200 Multivariate Statistical Analysis T. Haste, R. Tibshirani, J. Fredman: The Elements of Statistical Learning (Springer 2011)
​MSA251 Experimental Design and Sampling

D. C. Montgomery: Design and analysis of experiments (eight edition), , ISBN 978-1118-14692-7

W. G. Cochran; Sampling techniques (third edition),  ISBN 0-471-16240-X

​MSA301 Spatial Statistics and Image Analysis 
Mats Rudemo (2009) Image Analysis and Spatial Statistics. Handbook of Spatial Statistics, Chapman & Hall/CRC.
MSA350 Stochastic Calculus part I
Klebaner: Introduction to Stochastic Calculus with Applications
Larsson: Numerical methods for stochastic ODEs (Kompendium) 
MSA400 Financial Risk Downloadable lecture notes
MSA410 Financial Time Series Lecture Notes
MSA600 Statistical Genetics A. Ziegler, I.R.König: A statistical approach to genetic epidemiology (WILEY-VCH)
MSA610 Population Genetics Hartl, Clark: Principles of Population Genetics 
MSA620 Design and Analysis of Clinical Trials
Chow, Liu:  Design and Analysis of Clinical Trials: Concepts and Methodologies (Wiley Series in Probability and Statistics)
MSA630 Survival Analysis Survival analysis. Techniques for censored and truncated data. J.P. Klein and M.L. Moeschberger.
MSA640 Statistical Analysis of Categorical Data Categorical Data Analysis (second edition, from 2002) by Alan Agresti.
MSA650 Linear Mixed Models for Longitudinal Data Verbeke, Molenberghs : Linear mixed models for Longitudinal Data Series(Springer Verlag)
 
MSF100  Statistical Inference Principles

Casella, Berger: Statistical Inference

MSF200 Stochastic Processes Grimmet, Stirzaker: Probability and Random Processes 
MSF300 Probabilities and Expectations Williams: Probability with Martingales (Cambrige University Press) 
MSF400 Martingale theory Williams: Probability with Martingales (Cambrige University Press)
 
 

Publicerad: ti 12 mar 2013. Ändrad: må 26 aug 2019