Probability, Statistics and Stochastic Processes 2e (Hardcover, 2nd Edition)

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.

General

Imprint:	John Wiley & Sons
Country of origin:	United States
Release date:	June 2012
First published:	2012
Authors:	P Olofsson
Dimensions:	234 x 156 x 32mm (L x W x T)
Format:	Hardcover
Pages:	572
Edition:	2nd Edition
ISBN-13:	978-0-470-88974-9
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN:	0-470-88974-8
Barcode:	9780470889749

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