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Probability, Statistics, and Stochastic Processes

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 co...

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Detalles Bibliográficos
Autores principales: Olofsson, Peter, Andersson, Mikael
Lenguaje:eng
Publicado: John Wiley & Sons 2012
Materias:
Acceso en línea:http://cds.cern.ch/record/1486804
Descripción
Sumario: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