Probability Theory

E.T. Jaynes

756 pages, parution le 25/04/2003

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Résumé

The standard rules of probability can be interpreted as uniquely valid principles in logic. In this book, E. T. Jaynes dispels the imaginary distinction between 'probability theory' and 'statistical inference', leaving a logical unity and simplicity, which provides greater technical power and flexibility in applications.

This book goes beyond the conventional mathematics of probability theory, viewing the subject in a wider context. New results are discussed, along with applications of probability theory to a wide variety of problems in physics, mathematics, economics, chemistry and biology.
It contains many exercises and problems, and is suitable for use as a textbook on graduate level courses involving data analysis. The material is aimed at readers who are already familiar with applied mathematics at an advanced undergraduate level or higher.
The book will be of interest to scientists working in any area where inference from incomplete information is necessary.

Contents

Principles and Elementary Applications

Plausible reasoning
The quantitative rules
Elementary sampling theory
Elementary hypothesis testing
Queer uses for probability theory
Elementary parameter estimation
The central, Gaussian or normal distribution
Sufficiency, ancillarity, and all that
Repetitive experiments: probability and frequency
Physics of 'random experiments'

Advanced Applications

Discrete prior probabilities, the entropy principle
Ignorance priors and transformation groups
Decision theory: historical background
Simple applications of decision theory
Paradoxes of probability theory
Orthodox methods: historical background
Principles and pathology of orthodox statistics
The A_p distribution and rule of succession
Physical measurements
Model comparison
Outliers and robustness
Introduction to communication theory

Appendices
Bibliography
Index

Caractéristiques techniques

	PAPIER
Éditeur(s)	Cambridge University Press
Auteur(s)	E.T. Jaynes
Parution	25/04/2003
Nb. de pages	756
Format	17,7 x 25,5
Couverture	Relié
Poids	1637g
Intérieur	Noir et Blanc
EAN13	9780521592710
ISBN13	978-0-521-59271-0