Introduction to Probability, Statistics, and Random Processes (Paperback)

Hossein Pishro-Nik

  • 出版商: Kappa Research, LLC
  • 出版日期: 2014-08-24
  • 售價: $1,800
  • 貴賓價: 9.8$1,764
  • 語言: 英文
  • 頁數: 744
  • 裝訂: Paperback
  • ISBN: 0990637204
  • ISBN-13: 9780990637202
  • 相關分類: 機率統計學 Probability-and-statistics
  • 立即出貨 (庫存 < 4)

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商品描述

This book introduces students to probability, statistics, and stochastic processes. It can be used by both students and practitioners in engineering, various sciences, finance, and other related fields. It provides a clear and intuitive approach to these topics while maintaining mathematical accuracy.

The book covers:

  • Basic concepts such as random experiments, probability axioms, conditional probability, and counting methods
  • Single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities
  • Limit theorems and convergence
  • Introduction to Bayesian and classical statistics
  • Random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion
  • Simulation using MATLAB and R (online chapters)

The book contains a large number of solved exercises. The dependency between different sections of this book has been kept to a minimum in order to provide maximum flexibility to instructors and to make the book easy to read for students. Examples of applications—such as engineering, finance, everyday life, etc.—are included to aid in motivating the subject. The digital version of the book, as well as additional materials such as videos, is available at www.probabilitycourse.com.

商品描述(中文翻譯)

這本書介紹了概率、統計和隨機過程的基礎知識。它適用於工程、各種科學、金融和其他相關領域的學生和從業人員。該書以清晰直觀的方式介紹這些主題,同時保持數學的準確性。

該書涵蓋了以下內容:

- 基本概念,如隨機實驗、概率公理、條件概率和計數方法
- 單個和多個隨機變量(離散、連續和混合),以及矩生成函數、特徵函數、隨機向量和不等式
- 極限定理和收斂
- 貝葉斯統計和古典統計的介紹
- 隨機過程,包括隨機信號處理、泊松過程、離散時間和連續時間馬爾可夫鏈以及布朗運動
- 使用MATLAB和R進行模擬(在線章節)

該書包含大量解答練習題。為了給教師提供最大的靈活性,並使學生易於閱讀,本書各部分之間的相依性被降到最低。書中還包含了一些應用示例,如工程、金融、日常生活等,以幫助激發對主題的興趣。該書的數字版本以及其他材料(如視頻)可在www.probabilitycourse.com上獲得。