Probability and Statistics Theory and Applications
This is a somewhat extended and modified translation of the third edition of the text, first published in 1969. The Swedish edition has been used for many years at the Royal Institute of Technology in Stockholm, and at the School of Engineering at Link6pi
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Gunnar Blom
Probability and Statistics Theory and Applications With 107 Illustrations
Springer-Verlag New York Berlin Heidelberg London Paris Tokyo
Gunnar Blom Department of Mathematical Statistics University of Lund and Lund Institute of Technology S-221 00 Lund Sweden Editorial Board
Stephen Fienberg Department of Statistics Carnegie Mellon University Pittsburgh, PA 15213 U.S.A.
Ingram Olkin Department of Statistics Stanford University Stanford, CA 94305 U.S.A.
Mathematics Subject Classifications (1980): 60-XX, 60-01, 62-01 Library of Congress Cataloging-in-Publication Data Blom, Gunnar. [Sannolikhetsteori och statistikteori med tilliimpningar. English] Probability and statistics : theory and applications / Gunnar Blom. p. cm. - (Springer texts in statistics) Translation of: Sannolikhetsteori och statistikteori med tilliimpningar. Lund, 1980. Bibliography: p. Includes index. ISBN-13: 978-1-4612-8158-0 e-ISBN-13: 978-1-4612-3566-8 DOl: 10.1007/978-1-4612-3566-8 1. Probabilities. 2. Mathematical statistics. I. Title. II. Series. 88-29766 QA273.B592413 1989 CIP 519.2-dcl9 Original Swedish edition: Sannolikhetsteori och statistikteori med tilliimpningar. Studentlitteratur, Lund, 1980.
Printed on acid-free paper
© 1989 by Springer-Verlag New York Inc. Softcover reprint of the hardcover 1st edition 1989 All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Springer-Vedag, 175 Fifth Avenue, New York, NY 10010, U.S.A.), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use of general descriptive names, trade names, trademarks, etc., in this publication, even if the former are not especially identified, is not to be taken as a sign that such names, as understood by the Trade Marks and Merchandise Marks Act, may accordingly be used freely by anyone. Typeset by Asco Trade Typesetting Ltd., Hong Kong.
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Preface
This is a somewhat extended and modified translation of the third edition of the text, first published in 1969. The Swedish edition has been used for many years at the Royal Institute of Technology in Stockholm, and at the School of Engineering at Link6ping University. It is also used in elementary courses for students of mathematics and science. The book is not intended for students interested only in theory, nor is it suited for those seeking only statistical recipes. Indeed, it is designed to be intermediate between these extremes. I have given much thought to the question of dividing the space, in an appropriate way, between mathematical arguments and practical applications. Mathematical niceties have been left aside entirely, and many results are obtained by analogy. The students I have in mind should have three ingredients in their course: elementary probability theory with applications,
