Probability, Statistics, and Stochastic Processes - Couverture rigide

Olofsson, Peter; Andersson, Mikael

Couverture rigide

ISBN 10 : 0470889748 ISBN 13 : 9780470889749

Editeur : John Wiley & Sons Inc, 2012

Synopsis

"This book provides a unique and balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. The Second Edition features new coverage of analysis of variance (ANOVA), consistency and efficiency of estimators, asymptotic theory for maximum likelihood estimators, empirical distribution function and the Kolmogorov-Smirnov test, general linear models, multiple comparisons, Markov chain Monte Carlo (MCMC), Brownian motion, martingales, and renewal theory. Many new introductory problems and exercises have also been added. This book combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The book begins with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions. The next two chapters introduce limit theorems and simulation. Also included is a chapter on statistical inference with a focus on Bayesian statistics, which is an important, though often neglected, topic for undergraduate-level texts. Markov chains in discrete and continuous time are also discussed within the book. More than 400 examples are interspersed throughout to help illustrate concepts and theory and to assist readers in developing an intuitive sense of the subject. Readers will find many of the examples to be both entertaining and thought provoking. This is also true for the carefully selected problems that appear at the end of each chapter"--

A propos du livre

À propos de l'auteur

PETER OLOFSSON, PhD, is Professor in the Mathematics Department at Trinity University. Dr. Olofsson's research interests include stochastic processes, branching processes, mathematical biology, and Poisson approximation. He is the author of Probabilities: The Little Numbers That Rule Our Lives, also published by Wiley.

MIKAEL ANDERSSON, PhD, is Associate Professor in the Department of Applied Statistics at the Swedish University of Agricultural Sciences. Dr. Andersson's research interests include stochastic modeling of infectious diseases, epidemiology, and biological applications.

Détails de l'édition

• Éditeur: John Wiley & Sons Inc
• Date d'édition: 2012
• Langue: anglais
• ISBN 10: 0470889748
• ISBN 13: 9780470889749
• Reliure: Relié
• Numéro d'édition: 2
• Nombre de pages: 576
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible