Introduction to Probability, Statistics, and Random Processes

Introduction to Probability, Statistics, and Random Processes PDF Author: Hossein Pishro-Nik
Publisher:
ISBN: 9780990637202
Category : Probabilities
Languages : en
Pages : 746

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Book Description
The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.

Introduction to Probability, Statistics, and Random Processes

Introduction to Probability, Statistics, and Random Processes PDF Author: Hossein Pishro-Nik
Publisher:
ISBN: 9780990637202
Category : Probabilities
Languages : en
Pages : 746

Get Book

Book Description
The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.

Random Phenomena

Random Phenomena PDF Author: Babatunde A. Ogunnaike
Publisher: CRC Press
ISBN: 1420044982
Category : Technology & Engineering
Languages : en
Pages : 1061

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Book Description
Many of the problems that engineers face involve randomly varying phenomena of one sort or another. However, if characterized properly, even such randomness and the resulting uncertainty are subject to rigorous mathematical analysis. Taking into account the uniquely multidisciplinary demands of 21st-century science and engineering, Random Phenomena: Fundamentals of Probability and Statistics for Engineers provides students with a working knowledge of how to solve engineering problems that involve randomly varying phenomena. Basing his approach on the principle of theoretical foundations before application, Dr. Ogunnaike presents a classroom-tested course of study that explains how to master and use probability and statistics appropriately to deal with uncertainty in standard problems and those that are new and unfamiliar. Giving students the tools and confidence to formulate practical solutions to problems, this book offers many useful features, including: Unique case studies to illustrate the fundamentals and applications of probability and foster understanding of the random variable and its distribution Examples of development, selection, and analysis of probability models for specific random variables Presentation of core concepts and ideas behind statistics and design of experiments Selected "special topics," including reliability and life testing, quality assurance and control, and multivariate analysis As classic scientific boundaries continue to be restructured, the use of engineering is spilling over into more non-traditional areas, ranging from molecular biology to finance. This book emphasizes fundamentals and a "first principles" approach to deal with this evolution. It illustrates theory with practical examples and case studies, equipping readers to deal with a wide range of problems beyond those in the book. About the Author: Professor Ogunnaike is Interim Dean of Engineering at the University of Delaware. He is the recipient of the 2008 American Automatic Control Council's Control Engineering Practice Award, the ISA's Donald P. Eckman Education Award, the Slocomb Excellence in Teaching Award, and was elected into the US National Academy of Engineering in 2012.

Probability and Random Variables

Probability and Random Variables PDF Author: David Stirzaker
Publisher: Cambridge University Press
ISBN: 9780521644457
Category : Mathematics
Languages : en
Pages : 388

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Book Description
This concise introduction to probability theory is written in an informal tutorial style with concepts and techniques defined and developed as necessary. Examples, demonstrations, and exercises are used to explore ways in which probability is motivated by, and applied to, real life problems in science, medicine, gaming and other subjects of interest. It assumes minimal prior technical knowledge and is suitable for students taking introductory courses, those needing a working knowledge of probability theory and anyone interested in this endlessly fascinating and entertaining subject.

Fooled by Randomness

Fooled by Randomness PDF Author: Nassim Nicholas Taleb
Publisher: Random House
ISBN: 1588367673
Category : Business & Economics
Languages : en
Pages : 369

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Book Description
Fooled by Randomness is a standalone book in Nassim Nicholas Taleb’s landmark Incerto series, an investigation of opacity, luck, uncertainty, probability, human error, risk, and decision-making in a world we don’t understand. The other books in the series are The Black Swan, Antifragile, Skin in the Game, and The Bed of Procrustes. Fooled by Randomness is the word-of-mouth sensation that will change the way you think about business and the world. Nassim Nicholas Taleb–veteran trader, renowned risk expert, polymathic scholar, erudite raconteur, and New York Times bestselling author of The Black Swan–has written a modern classic that turns on its head what we believe about luck and skill. This book is about luck–or more precisely, about how we perceive and deal with luck in life and business. Set against the backdrop of the most conspicuous forum in which luck is mistaken for skill–the world of trading–Fooled by Randomness provides captivating insight into one of the least understood factors in all our lives. Writing in an entertaining narrative style, the author tackles major intellectual issues related to the underestimation of the influence of happenstance on our lives. The book is populated with an array of characters, some of whom have grasped, in their own way, the significance of chance: the baseball legend Yogi Berra; the philosopher of knowledge Karl Popper; the ancient world’s wisest man, Solon; the modern financier George Soros; and the Greek voyager Odysseus. We also meet the fictional Nero, who seems to understand the role of randomness in his professional life but falls victim to his own superstitious foolishness. However, the most recognizable character of all remains unnamed–the lucky fool who happens to be in the right place at the right time–he embodies the “survival of the least fit.” Such individuals attract devoted followers who believe in their guru’s insights and methods. But no one can replicate what is obtained by chance. Are we capable of distinguishing the fortunate charlatan from the genuine visionary? Must we always try to uncover nonexistent messages in random events? It may be impossible to guard ourselves against the vagaries of the goddess Fortuna, but after reading Fooled by Randomness we can be a little better prepared. Named by Fortune One of the Smartest Books of All Time A Financial Times Best Business Book of the Year

What Is Random?

What Is Random? PDF Author: Edward Beltrami
Publisher: Springer Nature
ISBN: 1071607995
Category : Mathematics
Languages : en
Pages : 192

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Book Description
In this fascinating book, mathematician Ed Beltrami takes a close enough look at randomness to make it mysteriously disappear. The results of coin tosses, it turns out, are determined from the start, and only our incomplete knowledge makes them look random. "Random" sequences of numbers are more elusive, but Godels undecidability theorem informs us that we will never know. Those familiar with quantum indeterminacy assert that order is an illusion, and that the world is fundamentally random. Yet randomness is also an illusion. Perhaps order and randomness, like waves and particles, are only two sides of the same (tossed) coin.

The Meaning of It All

The Meaning of It All PDF Author: Richard P. Feynman
Publisher: Basic Books
ISBN: 0786739142
Category : Science
Languages : en
Pages : 59

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Book Description
Many appreciate Richard P. Feynman's contributions to twentieth-century physics, but few realize how engaged he was with the world around him -- how deeply and thoughtfully he considered the religious, political, and social issues of his day. Now, a wonderful book -- based on a previously unpublished, three-part public lecture he gave at the University of Washington in 1963 -- shows us this other side of Feynman, as he expounds on the inherent conflict between science and religion, people's distrust of politicians, and our universal fascination with flying saucers, faith healing, and mental telepathy. Here we see Feynman in top form: nearly bursting into a Navajo war chant, then pressing for an overhaul of the English language (if you want to know why Johnny can't read, just look at the spelling of "friend"); and, finally, ruminating on the death of his first wife from tuberculosis. This is quintessential Feynman -- reflective, amusing, and ever enlightening.

Probability And Random Number: A First Guide To Randomness

Probability And Random Number: A First Guide To Randomness PDF Author: Sugita Hiroshi
Publisher: World Scientific
ISBN: 981322827X
Category : Mathematics
Languages : en
Pages : 140

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Book Description
This is a book of elementary probability theory that includes a chapter on algorithmic randomness. It rigorously presents definitions and theorems in computation theory, and explains the meanings of the theorems by comparing them with mechanisms of the computer, which is very effective in the current computer age. Random number topics have not been treated by any books on probability theory, only some books on computation theory. However, the notion of random number is necessary for understanding the essential relation between probability and randomness. The field of probability has changed very much, thus this book will make and leave a big impact even to expert probabilists. Readers from applied sciences will benefit from this book because it presents a very proper foundation of the Monte Carlo method with practical solutions, keeping the technical level no higher than 1st year university calculus. Contents: Mathematics of Coin TossingMathematical ModelRandom NumberLimit TheoremMonte Carlo MethodInfinite coin TossesRandom Number: Recursive FunctionKolmogorov Complexity and Random NumberLimit Theorem: Bernoulli's TheoremLaw of Large NumbersDe Moivre–Laplace's TheoremCentral Limit TheoremMathematical StatisticsMonte Carlo Method: Monte Carlo Method as GamblingPseudorandom GeneratorMonte Carlo IntegrationFrom the Viewpoint of Mathematical StatisticsAppendices: Symbols and TermsBinary Numeral SystemLimit of Sequence and FunctionLimits of Exponential Function and LogarithmC Language Program Readership: First year university students to professionals. Keywords: Probability;Probability Theory;Randomness;Random Number;Pseudorandom Number;Monte Carlo Method;Monte Carlo IntegrationReview: Key Features: This is the first book that presents both probability theory and algorithmic randomness for from 1st year university students to experts. It is technically easy but worth reading for experts as wellThis book presents basic limit theorems with proofs that are not seen in usual probability textbooks; for readers should learn that a good solution is not always uniqueThis book rigorously treats the Monte Carlo method. In particular, it presents the random Weyl sampling, which produces pseudorandom numbers for the Monte Carlo integration that act complete substitutes for random numbers

Randomness

Randomness PDF Author: Deborah J. Bennett
Publisher: Harvard University Press
ISBN: 9780674020771
Category : Philosophy
Languages : en
Pages : 260

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Book Description
From the ancients' first readings of the innards of birds to your neighbor's last bout with the state lottery, humankind has put itself into the hands of chance. Today life itself may be at stake when probability comes into play--in the chance of a false negative in a medical test, in the reliability of DNA findings as legal evidence, or in the likelihood of passing on a deadly congenital disease--yet as few people as ever understand the odds. This book is aimed at the trouble with trying to learn about probability. A story of the misconceptions and difficulties civilization overcame in progressing toward probabilistic thinking, Randomness is also a skillful account of what makes the science of probability so daunting in our own day. To acquire a (correct) intuition of chance is not easy to begin with, and moving from an intuitive sense to a formal notion of probability presents further problems. Author Deborah Bennett traces the path this process takes in an individual trying to come to grips with concepts of uncertainty and fairness, and also charts the parallel path by which societies have developed ideas about chance. Why, from ancient to modern times, have people resorted to chance in making decisions? Is a decision made by random choice fair? What role has gambling played in our understanding of chance? Why do some individuals and societies refuse to accept randomness at all? If understanding randomness is so important to probabilistic thinking, why do the experts disagree about what it really is? And why are our intuitions about chance almost always dead wrong? Anyone who has puzzled over a probability conundrum is struck by the paradoxes and counterintuitive results that occur at a relatively simple level. Why this should be, and how it has been the case through the ages, for bumblers and brilliant mathematicians alike, is the entertaining and enlightening lesson of Randomness.

Probability on Graphs

Probability on Graphs PDF Author: Geoffrey Grimmett
Publisher: Cambridge University Press
ISBN: 9780521147354
Category : Mathematics
Languages : en
Pages : 260

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Book Description
This introduction to some of the principal models in the theory of disordered systems leads the reader through the basics, to the very edge of contemporary research, with the minimum of technical fuss. Topics covered include random walk, percolation, self-avoiding walk, interacting particle systems, uniform spanning tree, random graphs, as well as the Ising, Potts, and random-cluster models for ferromagnetism, and the Lorentz model for motion in a random medium. Schramm-Löwner evolutions (SLE) arise in various contexts. The choice of topics is strongly motivated by modern applications and focuses on areas that merit further research. Special features include a simple account of Smirnov's proof of Cardy's formula for critical percolation, and a fairly full account of the theory of influence and sharp-thresholds. Accessible to a wide audience of mathematicians and physicists, this book can be used as a graduate course text. Each chapter ends with a range of exercises.

Probability, Statistics, and Truth

Probability, Statistics, and Truth PDF Author: Richard Von Mises
Publisher: Courier Corporation
ISBN: 0486242145
Category : Mathematics
Languages : en
Pages : 273

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Book Description
This comprehensive study of probability considers the approaches of Pascal, Laplace, Poisson, and others. It also discusses Laws of Large Numbers, the theory of errors, and other relevant topics.