-
Notifications
You must be signed in to change notification settings - Fork 0
/
MathematicalStatistics.tex
137 lines (110 loc) · 5 KB
/
MathematicalStatistics.tex
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
\documentclass[graybox,envcountchap,envcountsame,sectrefs,fleqn]{svmono}
\usepackage{kotex}
\usepackage{amsmath, latexsym, amssymb, mathtools}
\usepackage{mathptmx}
\usepackage{graphicx}
\usepackage[bottom]{footmisc}
\usepackage{fontspec}
\setmainfont{BareunBatangL}[BoldFont = BareunBatangB]
\setsansfont{AppleSDGothicNeo-Regular}[BoldFont = AppleSDGothicNeo-Bold]
\setmonofont{TimesNewRomanPSMT}[ItalicFont = TimesNewRomanPS-ItalicMT, BoldItalicFont = Times-RomanSC]
\usepackage{enumitem}
\setenumerate{label = \roman*.}
\usepackage{subfigure}
\renewcommand{\figurename}{Figure}
\usepackage{tikz}
\tikzset{every node/.append style = {font = \small}, > = latex}
\usepackage{tabularx}
\newcolumntype{C}{>{\centering\arraybackslash}X}
\usepackage{etoolbox}
\patchcmd{\footnotemark}{\stepcounter{footnote}}{\refstepcounter{footnote}}{}{}
\graphicspath{{./Figures/}}
\linespread{1.3}
\allowdisplaybreaks
\setcounter{chapter}{-1}
\newcommand{\ind}{\mathbf{1}}
\newcommand{\vol}{\mathrm{vol}}
\newcommand{\musim}{\stackrel{\mu}{\sim}}
\renewcommand{\D}{\mathbf{D}\,}
\newcommand{\supp}{\mathrm{supp}\,}
\renewcommand{\imag}{\mathbf{i}}
\newcommand{\re}{\mathbf{Re}\,}
\newcommand{\im}{\mathbf{Im}\,}
\newcommand{\diam}{\mathrm{diam}\,}
\renewcommand{\prob}{\mathbf{P}}
\newcommand{\expect}{\mathbf{E}}
\newcommand{\io}{\,\,\,\mathrm{io.}}
\newcommand{\sgn}{\mathrm{sgn}}
\newcommand{\trans}{\mathsf{T}}
\newcommand{\argmax}{\mathrm{argmax}}
\newcommand{\tr}{\mathrm{tr}\,}
\newcommand{\erf}{\mathrm{erf}}
\newcommand{\Be}{\mathrm{B}}
\newcommand{\cosec}{\mathrm{cosec}\,}
\newcommand{\sinc}{\mathrm{sinc}}
\newcommand{\Si}{\mathrm{Si}}
\newcommand{\var}{\mathbf{Var}}
\newcommand{\sd}{\mathbf{Sd}}
\renewcommand{\skew}{\mathbf{Skew}}
\newcommand{\kurt}{\mathbf{Kurt}}
\newcommand{\iid}{\stackrel{\mathrm{iid}}{\sim}}
\newcommand{\Bern}{\mathsf{Bernoulli}}
\newcommand{\Bi}{\mathsf{B}}
\newcommand{\BBeta}{\mathsf{Beta}}
\newcommand{\mode}{\mathbf{Mode}}
\newcommand{\Geo}{\mathsf{Geo}}
\newcommand{\Negbin}{\mathsf{Negbin}}
\begin{document}
\author{PSH, KSP, KMJ, PBU}
\title{수리통계학 강의록}
\subtitle{Mathematical Statistics Lecture Note\\{\normalsize 3rd DRAFT}}
\maketitle
\frontmatter%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\extrachap{$ $}
\begin{flushright}
함께했던 날들과,\\
함께할 날들을 위해.\\
2018년의 끝자락, 관악에서.
\end{flushright}
\extrachap{Acronyms}
\begin{itemize}
\item[\texttt{\textbf{WLOG}}]{일반성을 잃지 않고(\texttt{Without Loss Of Generality})}
\item[\texttt{\textbf{TFAE}}]{다음은 서로 동치이다.(\texttt{The Followings Are Equivalent.})}
\item[\texttt{\textbf{ow.}}]{그렇지 않으면(\texttt{OtherWise})}
\item[\texttt{\textbf{ae.}}]{거의 어디서나(\texttt{Almost Everywhere})}
\item[\texttt{\textbf{LUBP}}]{\texttt{Least Upper Bound Property}}
\item[\texttt{\textbf{GLBP}}]{\texttt{Greatest Lower Bound Property}}
\item[\texttt{\textbf{MSP}}]{\texttt{Monotone Sequence Property}}
\item[\texttt{\textbf{NSP}}]{\texttt{Nested Set Property}}
\item[\texttt{\textbf{MCT}}]{단조수렴정리(\texttt{Monotone Convergence Theorem})}
\item[\texttt{\textbf{DCT}}]{\texttt{Lebesgue}의 지배수렴정리(\texttt{Lebesgue's Dominated Convergence Theorem})}
\item[\texttt{\textbf{FTC}}]{미적분학의 기본정리(\texttt{Funcdamental Theorem of Calculus})}
\item[\texttt{\textbf{MVT}}]{평균값 정리(\texttt{Mean Value Theorem})}
\item[\texttt{\textbf{IVT}}]{중간값 정리(\texttt{Intermediate Value Theorem})}
\item[\texttt{\textbf{INFT}}]{역함수 정리(\texttt{INverse Function Theorem})}
\item[\texttt{\textbf{rv.}}]{확률변수(\texttt{Random Variable}) 혹은 확률벡터(\texttt{Random Vector})}
\item[\texttt{\textbf{PDF}}]{확률밀도함수(\texttt{Probability Density Function})}
\item[\texttt{\textbf{PMF}}]{확률질량함수(\texttt{Probability Mass Function})}
\item[\texttt{\textbf{CDF}}]{누적분포함수(\texttt{Cumulative Distribution Function})}
\item[\texttt{\textbf{MGF}}]{적률생성함수(\texttt{Moment Generating Function})}
\item[\texttt{\textbf{CF}}]{특성함수(\texttt{Characteristic Function})}
\item[\texttt{\textbf{CGF}}]{누율생성함수(\texttt{Cumulant Generating Function})}
\item[\texttt{\textbf{PGF}}]{확률생성함수(\texttt{Probability Generating Function})}
\item[\texttt{\textbf{iid.}}]{\texttt{Independent and Identically Distributed rv.}}
\item[\texttt{\textbf{io.}}]{\texttt{Infinitely Often}}
\item[\texttt{\textbf{as.}}]{거의 확실하게(\texttt{Almost Surely})}
\end{itemize}
\tableofcontents
\mainmatter%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\chapter{Preliminary}
\input{Preliminary.tex}
\part{Probability and Measure}
\chapter{Measure Theory}
\input{MeasureTheory.tex}
\chapter{Probability Theory}
\input{ProbabilityTheory.tex}
% \part{Distributions}
% \chapter{Distribution Theory}
% \input{Chapter3.tex}
\backmatter%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\end{document}