Probability, Statistics, and Stochastic Processes

Nonfiction, Science & Nature, Mathematics, Probability, Business & Finance, Management & Leadership, Operations Research, Statistics
Cover of the book Probability, Statistics, and Stochastic Processes by Peter Olofsson, Mikael Andersson, Wiley
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Author: Peter Olofsson, Mikael Andersson ISBN: 9781118231326
Publisher: Wiley Publication: May 4, 2012
Imprint: Wiley Language: English
Author: Peter Olofsson, Mikael Andersson
ISBN: 9781118231326
Publisher: Wiley
Publication: May 4, 2012
Imprint: Wiley
Language: English

Praise for the First Edition

". . . an excellent textbook . . . well organized and neatly written."
Mathematical Reviews

". . . amazingly interesting . . ."
Technometrics

Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields.

Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including:

  • Consistency of point estimators
  • Large sample theory
  • Bootstrap simulation
  • Multiple hypothesis testing
  • Fisher's exact test and Kolmogorov-Smirnov test
  • Martingales, renewal processes, and Brownian motion
  • One-way analysis of variance and the general linear model

Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Praise for the First Edition

". . . an excellent textbook . . . well organized and neatly written."
Mathematical Reviews

". . . amazingly interesting . . ."
Technometrics

Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields.

Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including:

Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.

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