Probability, Statistics, and Stochastic Processes

摘要: Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes,Probability, Statistics, Stochastic Processes, Second Edition prepares readers collect, analyze, characterize data in their chosen fields. Beginning with three chapters that develop probability theory introduce axioms of random variables, joint distributions, book goes on present limit theorems simulation. The authors combine a rigorous, calculus-based development an intuitive approach appeals readers' sense reason logic. Including more than 400 examples help illustrate concepts theory, features new material statistical inference wealth newly added topics, including: Consistency point estimators Large sample theory Bootstrap simulation Multiple hypothesis testing Fisher's exact test Kolmogorov-Smirnov test Martingales, renewal processes, Brownian motion One-way analysis variance general linear model Extensively class-tested ensure accessible presentation, Probability, is excellent for courses statistics at upper-undergraduate level. also ideal resource scientists engineers fields mathematics, industrial management, engineering.