Lectures On Probability Theory And Mathematical Statistics 2nd Edition

Author : Marco Taboga
Publisher :
ISBN 13 : 9781480215238
Total Pages : 656 pages
Book Rating : 4.36/5 ( download)

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Download or read book Lectures on Probability Theory and Mathematical Statistics - 2nd Edition written by Marco Taboga and published by . This book was released on 2012-12-08 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of lectures on probability theory and mathematical statistics. It provides an accessible introduction to topics that are not usually found in elementary textbooks. It collects results and proofs, especially on probability distributions, that are hard to find in standard references and are scattered here and there in more specialistic books.The main topics covered by the book are as follows.PART 1 - MATHEMATICAL TOOLS: set theory, permutations, combinations, partitions, sequences and limits, review of differentiation and integration rules, the Gamma and Beta functions.PART 2 - FUNDAMENTALS OF PROBABILITY: events, probability, independence, conditional probability, Bayes' rule, random variables and random vectors, expected value, variance, covariance, correlation, covariance matrix, conditional distributions and conditional expectation, independent variables, indicator functions.PART 3 - ADDITIONAL TOPICS IN PROBABILITY THEORY: probabilistic inequalities, construction of probability distributions, transformations of probability distributions, moments and cross-moments, moment generating functions, characteristic functions.PART 4 - PROBABILITY DISTRIBUTIONS: Bernoulli, binomial, Poisson, uniform, exponential, normal, Chi-square, Gamma, Student's t, F, multinomial, multivariate normal, multivariate Student's t, Wishart.PART 5 - MORE DETAILS ABOUT THE NORMAL DISTRIBUTION: linear combinations, quadratic forms, partitions.PART 6 - ASYMPTOTIC THEORY: sequences of random vectors and random variables, pointwise convergence, almost sure convergence, convergence in probability, mean-square convergence, convergence in distribution, relations between modes of convergence, Laws of Large Numbers, Central Limit Theorems, Continuous Mapping Theorem, Slutski's Theorem.PART 7 - FUNDAMENTALS OF STATISTICS: statistical inference, point estimation, set estimation, hypothesis testing, statistical inferences about the mean, statistical inferences about the variance.

Author : Marco Taboga
Publisher : Createspace Independent Publishing Platform
ISBN 13 : 9781981369195
Total Pages : 670 pages
Book Rating : 4.98/5 ( download)

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Download or read book Lectures on Probability Theory and Mathematical Statistics - 3rd Edition written by Marco Taboga and published by Createspace Independent Publishing Platform. This book was released on 2017-12-08 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is a collection of 80 short and self-contained lectures covering most of the topics that are usually taught in intermediate courses in probability theory and mathematical statistics. There are hundreds of examples, solved exercises and detailed derivations of important results. The step-by-step approach makes the book easy to understand and ideal for self-study. One of the main aims of the book is to be a time saver: it contains several results and proofs, especially on probability distributions, that are hard to find in standard references and are scattered here and there in more specialistic books. The topics covered by the book are as follows. PART 1 - MATHEMATICAL TOOLS: set theory, permutations, combinations, partitions, sequences and limits, review of differentiation and integration rules, the Gamma and Beta functions. PART 2 - FUNDAMENTALS OF PROBABILITY: events, probability, independence, conditional probability, Bayes' rule, random variables and random vectors, expected value, variance, covariance, correlation, covariance matrix, conditional distributions and conditional expectation, independent variables, indicator functions. PART 3 - ADDITIONAL TOPICS IN PROBABILITY THEORY: probabilistic inequalities, construction of probability distributions, transformations of probability distributions, moments and cross-moments, moment generating functions, characteristic functions. PART 4 - PROBABILITY DISTRIBUTIONS: Bernoulli, binomial, Poisson, uniform, exponential, normal, Chi-square, Gamma, Student's t, F, multinomial, multivariate normal, multivariate Student's t, Wishart. PART 5 - MORE DETAILS ABOUT THE NORMAL DISTRIBUTION: linear combinations, quadratic forms, partitions. PART 6 - ASYMPTOTIC THEORY: sequences of random vectors and random variables, pointwise convergence, almost sure convergence, convergence in probability, mean-square convergence, convergence in distribution, relations between modes of convergence, Laws of Large Numbers, Central Limit Theorems, Continuous Mapping Theorem, Slutsky's Theorem. PART 7 - FUNDAMENTALS OF STATISTICS: statistical inference, point estimation, set estimation, hypothesis testing, statistical inferences about the mean, statistical inferences about the variance.

Author : Stefan Zubrzycki
Publisher : Elsevier Publishing Company
ISBN 13 :
Total Pages : 344 pages
Book Rating : 4.42/5 ( download)

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Download or read book Lectures in Probability Theory and Mathematical Statistics written by Stefan Zubrzycki and published by Elsevier Publishing Company. This book was released on 1972 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: Events and probability; Probabilities in the most important spaces of elementary events; Conditional probability, stochastic independence of events; Classical limit theorems; Random variables; Laws of large numbers; Central limit theorems of probability theory; Statistical inference.

Author : M. Bernard Pierre Emery
Publisher :
ISBN 13 : 9783662189702
Total Pages : 374 pages
Book Rating : 4.04/5 ( download)

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Download or read book Lectures on Probability Theory and Statistics written by M. Bernard Pierre Emery and published by . This book was released on 2014-01-15 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Joseph K. Blitzstein
Publisher : CRC Press
ISBN 13 : 1466575573
Total Pages : 599 pages
Book Rating : 4.78/5 ( download)

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Download or read book Introduction to Probability written by Joseph K. Blitzstein and published by CRC Press. This book was released on 2014-07-24 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developed from celebrated Harvard statistics lectures, Introduction to Probability provides essential language and tools for understanding statistics, randomness, and uncertainty. The book explores a wide variety of applications and examples, ranging from coincidences and paradoxes to Google PageRank and Markov chain Monte Carlo (MCMC). Additional application areas explored include genetics, medicine, computer science, and information theory. The print book version includes a code that provides free access to an eBook version. The authors present the material in an accessible style and motivate concepts using real-world examples. Throughout, they use stories to uncover connections between the fundamental distributions in statistics and conditioning to reduce complicated problems to manageable pieces. The book includes many intuitive explanations, diagrams, and practice problems. Each chapter ends with a section showing how to perform relevant simulations and calculations in R, a free statistical software environment.

Author : Lee J. Bain
Publisher : Duxbury Press
ISBN 13 : 9780534380205
Total Pages : 644 pages
Book Rating : 4.04/5 ( download)

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Download or read book Introduction to Probability and Mathematical Statistics written by Lee J. Bain and published by Duxbury Press. This book was released on 2000-03-01 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Second Edition of INTRODUCTION TO PROBABILITY AND MATHEMATICAL STATISTICS focuses on developing the skills to build probability (stochastic) models. Lee J. Bain and Max Engelhardt focus on the mathematical development of the subject, with examples and exercises oriented toward applications.

Author : Dimitri Bertsekas
Publisher : Athena Scientific
ISBN 13 : 188652923X
Total Pages : 544 pages
Book Rating : 4.36/5 ( download)

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Download or read book Introduction to Probability written by Dimitri Bertsekas and published by Athena Scientific. This book was released on 2008-07-01 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: An intuitive, yet precise introduction to probability theory, stochastic processes, statistical inference, and probabilistic models used in science, engineering, economics, and related fields. This is the currently used textbook for an introductory probability course at the Massachusetts Institute of Technology, attended by a large number of undergraduate and graduate students, and for a leading online class on the subject. The book covers the fundamentals of probability theory (probabilistic models, discrete and continuous random variables, multiple random variables, and limit theorems), which are typically part of a first course on the subject. It also contains a number of more advanced topics, including transforms, sums of random variables, a fairly detailed introduction to Bernoulli, Poisson, and Markov processes, Bayesian inference, and an introduction to classical statistics. The book strikes a balance between simplicity in exposition and sophistication in analytical reasoning. Some of the more mathematically rigorous analysis is explained intuitively in the main text, and then developed in detail (at the level of advanced calculus) in the numerous solved theoretical problems.

Author : B. Grigelionis
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3112319028
Total Pages : 624 pages
Book Rating : 4.24/5 ( download)

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Download or read book Probability Theory and Mathematical Statistics. Vol. 2 written by B. Grigelionis and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "PROB. TH. MATH. ST. ( GRIGELIONIS) VOL. 2 PROC.5/1989 E-BOOK".

Author : Albert Shiryaev
Publisher : Springer Science & Business Media
ISBN 13 : 1475725396
Total Pages : 636 pages
Book Rating : 4.91/5 ( download)

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Download or read book Probability written by Albert Shiryaev and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 636 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the Preface to the first edition, originally published in 1980, we mentioned that this book was based on the author's lectures in the Department of Mechanics and Mathematics of the Lomonosov University in Moscow, which were issued, in part, in mimeographed form under the title "Probabil ity, Statistics, and Stochastic Processors, I, II" and published by that Univer sity. Our original intention in writing the first edition of this book was to divide the contents into three parts: probability, mathematical statistics, and theory of stochastic processes, which corresponds to an outline of a three semester course of lectures for university students of mathematics. However, in the course of preparing the book, it turned out to be impossible to realize this intention completely, since a full exposition would have required too much space. In this connection, we stated in the Preface to the first edition that only probability theory and the theory of random processes with discrete time were really adequately presented. Essentially all of the first edition is reproduced in this second edition. Changes and corrections are, as a rule, editorial, taking into account com ments made by both Russian and foreign readers of the Russian original and ofthe English and Germantranslations [Sll]. The author is grateful to all of these readers for their attention, advice, and helpful criticisms. In this second English edition, new material also has been added, as follows: in Chapter 111, §5, §§7-12; in Chapter IV, §5; in Chapter VII, §§8-10.

Author : R. C. Bose
Publisher :
ISBN 13 :
Total Pages : 264 pages
Book Rating : 4.7X/5 ( download)

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Download or read book Introduction to Combinatorial Theory written by R. C. Bose and published by . This book was released on 1984-03-19 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: A ``hands-on'' constructive and computational approach to combinatorial topics with real-life modern applications. Provides a simple treatment of the subject. Introduces topics such as counting, designs and graphs. The notation is standard and kept to a minimum. Chapters end with historical remarks and suggestions for further reading.