Probability, Statistics, and Stochastic Processes

Beschreibung

A mathematical and intuitive approach to probability,statistics, and stochastic processes This textbook provides a unique, balanced approach toprobability, statistics, and stochastic processes. Readers gain asolid foundation in all three fields that serves as a steppingstone to more advanced investigations into each area. This textcombines a rigorous, calculus-based development of theory with amore intuitive approach that appeals to readers' sense of reasonand logic, an approach developed through the author's many years ofclassroom experience. The text begins with three chapters that develop probabilitytheory and introduce the axioms of probability, random variables,and joint distributions. The next two chapters introduce limittheorems and simulation. Also included is a chapter on statisticalinference with a section on Bayesian statistics, which is animportant, though often neglected, topic for undergraduate-leveltexts. Markov chains in discrete and continuous time are alsodiscussed within the book. More than 400 examples are interspersed throughout the text tohelp illustrate concepts and theory and to assist the reader indeveloping an intuitive sense of the subject. Readers will findmany of the examples to be both entertaining and thought provoking.This is also true for the carefully selected problems that appearat the end of each chapter. This book is an excellent text for upper-level undergraduatecourses. While many texts treat probability theory and statisticalinference or probability theory and stochastic processes, this textenables students to become proficient in all three of theseessential topics. For students in science and engineering who maytake only one course in probability theory, mastering all threeareas will better prepare them to collect, analyze, andcharacterize data in their chosen fields.

Autor*in

Peter Olofsson

Themen in »Probability, Statistics, and Stochastic Processes«

Probability & Mathematical Statistics Statistics Statistik Stochastik Wahrscheinlichkeitsrechnung Wahrscheinlichkeitsrechnung u. mathematische Statistik

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"Professor Olofsson has clearly set himself a difficult task...Iapplaud him for the attempt. PSSP is worth considering for aone-term course..." (The American Statistician, August 2006) "This book is an amazingly interesting and not-boringtextbook..." (Technometrics, February 2006) "This is an excellent textbook that covers the three subjects ofits title at an undergraduate upper level in one singlevolume...well organized and neatly written..."(Mathematical Reviews, 2006a)
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