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Probability, statistics, and stochas...

Olofsson, Peter, (1963-)

Probability, statistics, and stochastic processes /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Probability, statistics, and stochastic processes // Peter Olofsson, Mikael Andersson.
Author:	Olofsson, Peter,
other author:	Andersson, Mikael.
Published:	Hoboken, N.J. :Wiley, : c2012.,
Description:	xiv, 558 p. :ill. ; : 25 cm.;
Subject:	Stochastic processes -
ISBN:	9780470889749 (cloth) :

Probability, statistics, and stochastic processes /
Olofsson, Peter,1963-

Probability, statistics, and stochastic processes /Peter Olofsson, Mikael Andersson. - 2nd ed. - Hoboken, N.J. :Wiley,c2012. - xiv, 558 p. :ill. ;25 cm.

Includes bibliographical references (p. 551-552) and index.

"This book provides a unique and balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. The Second Edition features new coverage of analysis of variance (ANOVA), consistency and efficiency of estimators, asymptotic theory for maximum likelihood estimators, empirical distribution function and the Kolmogorov-Smirnov test, general linear models, multiple comparisons, Markov chain Monte Carlo (MCMC), Brownian motion, martingales, and renewal theory. Many new introductory problems and exercises have also been added. This book combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The book begins with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions. The next two chapters introduce limit theorems and simulation. Also included is a chapter on statistical inference with a focus on Bayesian statistics, which is an important, though often neglected, topic for undergraduate-level texts. Markov chains in discrete and continuous time are also discussed within the book. More than 400 examples are interspersed throughout to help illustrate concepts and theory and to assist readers in developing 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"--Provided by publisher.

ISBN: 9780470889749 (cloth) :NT3874

LCCN: 2011040205Subjects--Topical Terms:

527899
Stochastic processes

LC Class. No.: QA274 / .O46 2012

Dewey Class. No.: 519.2/3

Probability, statistics, and stochastic processes /
LDR:02417cam a2200229 a 4500 001 784029
003 DLC
005 20120831153837.0
008 140912s2012 njua 001 0 eng
010 $a 2011040205
020 $a 9780470889749 (cloth) : $c NT3874
020 $a 0470889748 (cloth)
035 $a 2011040205
040 $a DLC $c DLC $d DLC $d NFU
042 $a pcc
050 0 0 $a QA274 $b .O46 2012
082 0 0 $2 23 $a 519.2/3
100 1 $a Olofsson, Peter, $d 1963- $3 979449
245 1 0 $a Probability, statistics, and stochastic processes / $c Peter Olofsson, Mikael Andersson.
250 $a 2nd ed.
260 # $a Hoboken, N.J. : $c c2012. $b Wiley,
300 $a xiv, 558 p. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references (p. 551-552) and index.
520 # $a "This book provides a unique and balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. The Second Edition features new coverage of analysis of variance (ANOVA), consistency and efficiency of estimators, asymptotic theory for maximum likelihood estimators, empirical distribution function and the Kolmogorov-Smirnov test, general linear models, multiple comparisons, Markov chain Monte Carlo (MCMC), Brownian motion, martingales, and renewal theory. Many new introductory problems and exercises have also been added. This book combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The book begins with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions. The next two chapters introduce limit theorems and simulation. Also included is a chapter on statistical inference with a focus on Bayesian statistics, which is an important, though often neglected, topic for undergraduate-level texts. Markov chains in discrete and continuous time are also discussed within the book. More than 400 examples are interspersed throughout to help illustrate concepts and theory and to assist readers in developing 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"--Provided by publisher.
650 # 0 $a Stochastic processes $3 527899
650 # 0 $a Probabilities $3 576360
650 # 0 $a Mathematical statistics $3 682993
700 1 # $a Andersson, Mikael. $3 979450