Probability, Statistics and Stochastic Processes

Peter Olofsson

486 pages, parution le 02/08/2005

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Résumé

This text begins with chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions. The next sections introduce limit theorems and simulation. Also included is a chapter on statistical inference, with a section on Bayesian statistics which is an important, though often neglected, topic for undergraduate-level texts. Markov chains in discrete and continuous time is also discussed within the book. More than 400 examples are interspersed throughout the text to help illustrate concepts and theory and to assist the reader to develop an intuitive sense of the subject. Readers will find many of the examples to be both entertaining and thought provoking. This is also true for the carefully selected problems that appear at the end of each chapter.

L'auteur - Peter Olofsson

Peter Olofsson, Phd, is currently a Visiting Associate Professor at Rice University. His research interests are in the field of stochastic processes, including the theory and biological applications of branching processes. He has published numerous articles in leading journals and has given seminars and conference lectures throughout the United States and Europe.

Sommaire

Preface
Basic Probability Theory
Random Variables
Joint Distributions
Limit Theorems
Simulation
Statistical Inference
Stochastic Processes
Appendix A: Tables
Appendix B: Answers to Selected Problems
References
Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Peter Olofsson
Parution	02/08/2005
Nb. de pages	486
Format	16 x 24
Couverture	Relié
Poids	824g
Intérieur	Noir et Blanc
EAN13	9780471679691
ISBN13	978-0-471-67969-1