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Books > Science & Mathematics > Mathematics > Probability & statistics
Richard De Veaux, Paul Velleman, and David Bock wrote Intro Stats with the goal that you have as much fun reading it as they did in writing it. Maintaining a conversational, humorous, and informal writing style, this new edition engages readers from the first page. The authors focus on statistical thinking throughout the text and rely on technology for calculations. As a result, students can focus on developing their conceptual understanding. Innovative Think/Show/Tell examples provide a problem-solving framework and, more importantly, a way to think through any statistics problem and present their results. New to the Fourth Edition is a streamlined presentation that keeps students focused on what's most important, while including out helpful features. An updated organization divides chapters into sections, with specific learning objectives to keep students on track. A detailed table of contents assists with navigation through this new layout. Single-concept exercises complement the existing mid- to hard-level exercises for basic skill development.
Researchers and students who want a less mathematical alternative to the EQS manual will find exactly what they're looking for in this practical text. Written specifically for those with little to no knowledge of structural equation modeling (SEM) or EQS, the author's goal is to provide a non-mathematical introduction to the basic concepts of SEM by applying these principles to EQS, Version 6.1. The book clearly demonstrates a wide variety of SEM/EQS applications that include confirmatory factor analytic and full latent variable models. Analyses are based on a wide variety of data representing single and multiple-group models; these include data that are normal/non-normal, complete/incomplete, and continuous/categorical. Written in a user-friendly style, the author walks the reader through the varied steps involved in the process of testing SEM models. These include model specification and estimation, assessment of model fit, description of EQS output, and interpretation of findings. hypothesis being tested, a schematic representation of the model, explanations and interpretations of the related EQS input and output files, tips on how to use the associated pull-down menus and icons, and the data file upon which the application is based. Beginning with an overview of the basic concepts of SEM and the EQS program, the book carefully works through applications starting with relatively simple single group analyses, through to more advanced applications, such as a multi-group, latent growth curve, and multilevel modeling. The new edition features: Many new applications that include a latent growth curve model, a multilevel model, a second-order model based on categorical data, a missing data multi-group model based on the EM algorithm, and the testing for latent mean differences related to a higher-order model. A CD enclosed with the book that includes all application data. Vignettes illustrating procedural and/or data management tasks using a Windows interface. Description of how to build models both interactively using the BUILD_EQ interface and graphically using the EQS Diagrammer.
Space is increasingly recognized as a legitimate factor that influences many processes and conceptual frameworks, including notions of spatial coherence and spatial heterogeneity that have been demonstrated to provide substance to both theory and explanation. The potential and relevance of spatial analysis is increasingly understood by an expanding sphere of cogent disciplines that have adopted the tools of spatial analysis. This book brings together major new developments in spatial analysis techniques, including spatial statistics, econometrics, and spatial visualization, and applications to fields such as regional studies, transportation and land use, political and economic geography, population and health. Establishing connections to existing and emerging lines of research, the book also serves as a survey of the field of spatial analysis and its links with related areas.
The subject of multivariable analysis is of interest to pure and applied mathematicians, physicists, electrical, mechanical and systems engineers, mathematical economists, biologists, and statisticians. This introductory text provides students and researchers in the above fields with various ways of handling some of the useful but difficult concepts encountered in dealing with the machinery of multivariable analysis and differential forms on manifolds. The approach here is to make such concepts as concrete as possible. Highlights and key features: * systematic exposition, supported by numerous examples and exercises from the computational to the theoretical * brief development of linear algebra in Rn * review of the elements of metric space theory * treatment of standard multivariable material: differentials as linear transformations, the inverse and implicit function theorems, Taylor's theorem, the change of variables for multiple integrals (the most complex proof in the book) * Lebesgue integration introduced in concrete way rather than via measure theory * latar chapters move beyond Rn to manifolds and analysis on manifolds, covering the wedge product, differential forms, and the generalized Stokes' theorem * bibliography and comprehensive index Core topics in multivariable analysis that are basic for senior undergraduates and graduate studies in differential geometry and for analysis in N dimensions and on manifolds are covered. Aside from mathematical maturity, prerequisites are a one-semester undergraduate course in advanced calculus or analysis, and linear algebra. Additionally, researchers working in the areas of dynamical systems, control theory and optimization, general relativity and electromagnetic phenomena may use the book as a self-study resource.
This book brings together aspects of statistics and machine learning to provide a comprehensive guide to evaluating, interpreting and understanding biometric data. It naturally leads to topics including data mining and prediction to be examined in detail. The book places an emphasis on the various performance measures available for biometric systems, what they mean, and when they should and should not be applied. The evaluation techniques are presented rigorously, however they are always accompanied by intuitive explanations. This is important for the increased acceptance of biometrics among non-technical decision makers, and ultimately the general public.
Proceedings of the 5th Pannonian Symposium, Visegrad, Hungary, May 20-24, 1985
This volume dedicated to William Q. Meeker on the occasion of his sixtieth birthday is a collection of invited chapters covering recent advances in accelerated life testing and degradation models. The book covers a wide range of applications to areas such as reliability, quality control, the health sciences, economics and finance. Additional topics covered include accelerated testing and inference, step-stress testing and inference, nonparametric inference, model validity in accelerated testing, the point process approach, bootstrap methods in degradation analysis, exact inferential methods in reliability, dynamic perturbed systems, and degradation models in statistics. Advances in Degradation Modeling is an excellent reference for researchers and practitioners in applied probability and statistics, industrial statistics, the health sciences, quality control, economics, and finance.
This volume deals with the analysis of nonlinear evolution problems described by partial differential equations having random or stochastic parameters. The emphasis throughout is on the actual determination of solutions, rather than on proving the existence of solutions, although mathematical proofs are given when this is necessary from an applications point of view. The content is divided into six chapters. Chapter 1 gives a general presentation of mathematical models in continuum mechanics and a description of the way in which problems are formulated. Chapter 2 deals with the problem of the evolution of an unconstrained system having random space-dependent initial conditions, but which is governed by a deterministic evolution equation. Chapter 3 deals with the initial-boundary value problem for equations with random initial and boundary conditions as well as with random parameters where the randomness is modelled by stochastic separable processes. Chapter 4 is devoted to the initial-boundary value problem for models with additional noise, which obey Ito-type partial differential equations. Chapter 5 is essential devoted to the qualitative and quantitative analysis of the chaotic behaviour of systems in continuum physics. Chapter 6 provides indications on the solution of ill-posed and inverse problems of stochastic type and suggests guidelines for future research. The volume concludes with an Appendix which gives a brief presentation of the theory of stochastic processes. Examples, applications and case studies are given throughout the book and range from those involving simple stochasticity to stochastic illposed problems. For applied mathematicians, engineers and physicists whosework involves solving stochastic problems.
This text is comprised of selected research articles developed from a workshop on Ergodic Theory, Probabilistic Methods and Applications, held in April 2012 at the Banff International Research Station. It contains contributions from world leading experts in ergodic theory, numerical dynamical systems, molecular dynamics and ocean/atmosphere dynamics, nonequilibrium statistical mechanics. The volume will serve as a valuable reference for mathematicians, physicists, engineers, biologists and climate scientists, who currently use, or wish to learn how to use, probabilistic techniques to cope with dynamical models that display open or non-equilibrium behaviour.
This book contains 12 contributions on stochastic models in reliability and maintenance. Written by the leading researchers on each topic, each contribution surveys the current status on stochastic models emphasizing mathematical formulation and optimization applications. Each contribution is self-contained and has a thorough bibliography. The topics include renewal processes, semi-Markov processes, Markovian deterioration models, maintenance and replacement models, software reliability models and Monte-Carlo simulation. This book provides researchers, reliability engineers and graduate students with the current status of the field and future developments of the subject.
The fascinating correspondence between Paul Levy and Maurice Frechet spans an extremely active period in French mathematics during the twentieth century. The letters of these two Frenchmen show their vicissitudes of research and passionate enthusiasm for the emerging field of modern probability theory. The letters cover various topics of mathematical importance including academic careers and professional travels, issues concerning students and committees, and the difficulties both mathematicians met to be elected to the Paris Academy of Sciences. The technical questions that occupied Levy and Frechet on almost a daily basis are the primary focus of these letters, which are charged with elation, frustration and humour. Their mathematical victories and setbacks unfolded against the dramatic backdrop of the two World Wars and the occupation of France, during which Levy was obliged to go into hiding. The clear and persistent desire of these mathematicians to continue their work whatever the circumstance testifies to the enlightened spirit of their discipline which was persistent against all odds. The book contains a detailed and comprehensive introduction to the central topics of the correspondence. The original text of the letters is also annotated by numerous footnotes for helpful guidance. Paul Levy and Maurice Frechet will be useful to anybody interested in the history of mathematics in the twentieth century and, in particular, the birth of modern probab ility theory.
Elementary Bayesian Statistics is a thorough and easily accessible introduction to the theory and practical application of Bayesian statistics. It presents methods to assist in the collection, summary and presentation of numerical data.Bayesian statistics are becoming an increasingly important and more frequently used method for analysing statistical data. The author defines concepts and methods with a variety of examples and uses a stage-by-stage approach to coach the reader through the applied examples. Also included are a wide range of problems to challenge the reader and the book makes extensive use of Minitab to apply computational techniques to statistical problems. Issues covered include probability, Bayes's Theorem and categorical states, frequency, the Bernoulli process and Poisson process, estimation, testing hypotheses and the normal process with known parameters and uncertain parameters. Elementary Bayesian Statistics will be an essential resource for students as a supplementary text in traditional statistics courses. It will also be welcomed by academics, researchers and econometricians wishing to know more about Bayesian statistics.
'Et moi *...* si j'avait su comment en revenir. One service mathematics has rendered the je n'y serais point aile: human race. It has put common sense back where it belongs. on the topmost shelf next Jules Verne (0 the dusty canister labelled 'discarded non- sense'. The series is divergent; therefore we may be able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non- linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ...'; 'One service logic has rendered com- puter science ...'; 'One service category theory has rendered mathematics ...'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.
Enrique Castillo is a leading figure in several mathematical and engineering fields. Organized to honor Castillo 's significant contributions, this volume is an outgrowth of the "International Conference on Mathematical and Statistical Modeling," and covers recent advances in the field. Applications to safety, reliability and life-testing, financial modeling, quality control, general inference, as well as neural networks and computational techniques are presented.
One service mathematics has rendered the 'Et BIOi. .... si j'avait su comment en revenir. human race. It has put common sense back je n'y serais point aile.' Jules Verne where it belongs. on the topmost shelf next to the dusty canister labelled 'discarded non The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O. Heaviside Math@matics is a tool for thought. A highly necessary tool in a world where both feedback and non Iinearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series."
"Poisson Point Processes provides an overview of non-homogeneous and multidimensional Poisson point processes and their numerous applications. Readers will find constructive mathematical tools and applications ranging from emission and transmission computed tomography to multiple target tracking and distributed sensor detection, written from an engineering perspective. A valuable discussion of the basic properties of finite random sets is included. Maximum likelihood estimation techniques are discussed for several parametric forms of the intensity function, including Gaussian sums, together with their Cramer-Rao bounds. These methods are then used to investigate: -Several medical imaging techniques, including positron emission tomography (PET), single photon emission computed tomography (SPECT), and transmission tomography (CT scans) -Various multi-target and multi-sensor tracking applications, -Practical applications in areas like distributed sensing and detection, -Related finite point processes such as marked processes, hard core processes, cluster processes, and doubly stochastic processes, Perfect for researchers, engineers and graduate students working in electrical engineering and computer science, Poisson Point Processes will prove to be an extremely valuable volume for those seeking insight into the nature of these processes and their diverse applications.
Analysis of variance (ANOVA) models have become widely used tools
and play a fundamental role in much of the application of
statistics today. In particular, ANOVA models involving random
effects have found widespread application to experimental design in
a variety of fields requiring measurements of variance, including
agriculture, biology, animal breeding, applied genetics,
econometrics, quality control, medicine, engineering, and social
sciences. * Systematic treatment of the commonly employed crossed and nested classification models used in analysis of variance designs * Detailed and thorough discussion of certain random effects models not commonly found in texts at the introductory or intermediate level * Numerical examples to analyze data from a wide variety of disciplines * Many worked examples containing computer outputs from standard software packages such as SAS, SPSS, and BMDP for each numerical example * Extensive exercise sets at the end of each chapter * Numerous appendices with background reference concepts, terms, and results * Balanced coverage of theory, methods, and practical applications * Complete citations of important and related works at the end of each chapter, as well as an extensive general bibliography Accessible to readers with only a modest mathematical and statistical background, the work will appeal to a broad audience of students, researchers, and practitioners in the mathematical, life, social, and engineering sciences. It may be used as a textbook in upper-level undergraduate and graduate courses, or as a reference for readers interested in the use of random effects models for data analysis.
ANOVA models involving random effects have found widespread application to experimental design in varied fields such as biology, econometrics, and engineering. Volume I of this two-part work is a comprehensive presentation of methods and techniques for point estimation, interval estimation, and hypotheses tests for linear models involving random effects. Volume I examines models with balanced data (orthogonal models); Volume II studies models with unbalanced data (non-orthogonal models). Accessible to readers with a modest mathematical and statistical background, the work will appeal to a broad audience of graduate students, researchers, and practitioners. It can be used as a graduate text or as a self-study reference.
Though the volume covers 22 papers by 36 authors from 12 countries, the history in the background is bound to Hungary where, in 1973 Andras Pn kopa started to lay the foundation of a scientific forum, which can be a regular meeting spot for experts of the world in the field. Since then, there has been a constant interest in that forum. Headed at present by Tamas Rapcsak, the Laboratory of Operations Research and Decisions Systems of the Computer and Automation Institute, Hungarian Academy of Sciences followed the tradition in every respect, namely conferences were organized almost in every second year and in the same stimulating area, in the Matra mountains. The basic fields were kept, providing opportunities for the leading personalities to give voice to their latest results. The floor has been widened recently for the young generation, ensuring this way both a real location for the past, present and future experts to meet and also the possibility for them to make the multicoloured rainbow of the fields unbroken and continuous. The volume is devoted to the memory of Steven Vajda, one of the pioneers on mathematical programming, born is Hungary. In 1992 he took part in the XIth International Conference on Mathematical Programming at Matrafiired where, with his bright personality, he greatly contributed to the good spirituality of the event. We thank Jakob Krarup for his reminiscence on the life and scientific activities of late Steven Vajda."
We present here a selection of the seminars given at the Second International Workshop on Instabilities and Nonequilibrium Structures in Valparaiso, Chile, in December 1987. The Workshop was organized by Facultad de Ciencias Fisicas y Matematicas of Universidad de Chile and by Universidad Tecnica Federico Santa Maria where it took place. This periodic meeting takes place every two years in Chile and aims to contribute to the efforts of Latin America towards the development of scientific research. This development is certainly a necessary condition for progress in our countries and we thank our lecturers for their warm collaboration to fulfill this need. We are also very much indebted to the Chilean Academy of Sciences for sponsoring officially this Workshop. We thank also our sponsors and supporters for their valuable help, and most especially the Scientific Cooperation Program of France, UNESCO, Ministerio de Educaci6n of Chile and Fundaci6n Andes. We are grateful to Professor Michiel Hazewinkel for including this book in his series and to Dr. David Larner of Kluwer for his continuous interest and support to this project.
Exploring Probability in School provides a new perspective into research on the teaching and learning of probability. It creates this perspective by recognizing and analysing the special challenges faced by teachers and learners in contemporary classrooms where probability has recently become a mainstream part of the curriculum from early childhood through high school. The authors of the book discuss the nature of probability, look at the meaning of probabilistic literacy, and examine student access to powerful ideas in probability during the elementary, middle, and high school years. Moreover, they assemble and analyse research-based pedagogical knowledge for teachers that can enhance the learning of probability throughout these school years. With the booka (TM)s rich application of probability research to classroom practice, it will not only be essential reading for researchers and graduate students involved in probability education; it will also capture the interest of educational policy makers, curriculum personnel, teacher educators, and teachers.
The management of operational risk in the banking industry has undergone explosive changes over the last decade due to substantial changes in the operational environment. Globalization, deregulation, the use of complex financial products, and changes in information technology have resulted in exposure to new risks which are very different from market and credit risks. In response, the Basel Committee on Banking Supervision has developed a new regulatory framework for capital measurement and standards for the banking sector. This has formally defined operational risk and introduced corresponding capital requirements. Many banks are undertaking quantitative modelling of operational risk using the Loss Distribution Approach (LDA) based on statistical quantification of the frequency and severity of operational risk losses. There are a number of unresolved methodological challenges in the LDA implementation. Overall, the area of quantitative operational risk is very new and different methods are under hot debate. This book is devoted to quantitative issues in LDA. In particular, the use of Bayesian inference is the main focus. Though it is very new in this area, the Bayesian approach is well suited for modelling operational risk, as it allows for a consistent and convenient statistical framework for quantifying the uncertainties involved. It also allows for the combination of expert opinion with historical internal and external data in estimation procedures. These are critical, especially for low-frequency/high-impact operational risks. This book is aimed at practitioners in risk management, academic researchers in financial mathematics, banking industry regulators and advanced graduate students in the area. It is a must-read for anyone who works, teaches or does research in the area of financial risk.
This book is an extension of the author's first book and serves as a guide and manual on how to specify and compute 2-, 3-, and 4-Event Bayesian Belief Networks (BBN). It walks the learner through the steps of fitting and solving fifty BBN numerically, using mathematical proof. The author wrote this book primarily for inexperienced learners as well as professionals, while maintaining a proof-based academic rigor. The author's first book on this topic, a primer introducing learners to the basic complexities and nuances associated with learning Bayes' theorem and inverse probability for the first time, was meant for non-statisticians unfamiliar with the theorem-as is this book. This new book expands upon that approach and is meant to be a prescriptive guide for building BBN and executive decision-making for students and professionals; intended so that decision-makers can invest their time and start using this inductive reasoning principle in their decision-making processes. It highlights the utility of an algorithm that served as the basis for the first book, and includes fifty 2-, 3-, and 4-event BBN of numerous variants.
Nonlinearity and stochastic structural dynamics is of common interest to engineers and applied scientists belonging to many disciplines. Recent research in this area has been concentrated on the response and stability of nonlinear mechanical and structural systems subjected to random escitation. Simultaneously the focus of research has also been directed towards understanding intrinsic nonlinear phenomena like bifurcation and chaos in deterministic systems. These problems demand a high degree of sophistication in the analytical and numerical approaches. At the same time they arise from considerations of nonlinear system response to turbulence, earthquacke, wind, wave and guidancy excitations. The topic thus attracts votaries of both analytical rigour and practical applications. This books gives important and latest developments in the field presenting in a coherent fashion the research findings of leading international groups working in the area of nonlinear random vibration and chaos.
This edited volume presents current research in biostatistics with emphasis on biopharmaceutical applications. Featuring contributions presented at the 2017 ICSA Applied Statistics Symposium held in Chicago, IL on June 25 to 28, 2017, this book explores timely topics that have a high potential impact on statistical methodology and future research in biostatistics and biopharmaceuticals. The theme of this conference was Statistics for a New Generation: Challenges and Opportunities, in recognition of the advent of a new generation of statisticians. The conference attracted statisticians working in academia, government, and industry; domestic and international statisticians. From the conference, the editors selected 28 high-quality presentations and invited the speakers to prepare full chapters for this book. These contributions are divided into four parts: Part I Biostatistical Methodology, Part II Statistical Genetics and Bioinformatics, Part III Regulatory Statistics, and Part IV Biopharmaceutical Research and Applications.Featuring contributions on topics such as statistics in genetics, bioinformatics, biostatistical methodology, and statistical computing, this book is beneficial to researchers, academics, practitioners and policy makers in biostatistics and biopharmaceuticals. |
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