Lectures In Probability And Statistics

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Introduction to Probability

Author : Joseph K. Blitzstein
Publisher : CRC Press
ISBN 13 : 1466575573
Total Pages : 599 pages
Book Rating : 4.4/5 (665 download)

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Book Synopsis Introduction to Probability by : Joseph K. Blitzstein

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.

Lectures on Probability Theory and Statistics

Author : Simon Tavaré
Publisher : Springer
ISBN 13 : 3540398740
Total Pages : 320 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Lectures on Probability Theory and Statistics by : Simon Tavaré

Download or read book Lectures on Probability Theory and Statistics written by Simon Tavaré and published by Springer. This book was released on 2004-01-30 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains lectures given at the 31st Probability Summer School in Saint-Flour (July 8-25, 2001). Simon Tavaré’s lectures serve as an introduction to the coalescent, and to inference for ancestral processes in population genetics. The stochastic computation methods described include rejection methods, importance sampling, Markov chain Monte Carlo, and approximate Bayesian methods. Ofer Zeitouni’s course on "Random Walks in Random Environment" presents systematically the tools that have been introduced to study the model. A fairly complete description of available results in dimension 1 is given. For higher dimension, the basic techniques and a discussion of some of the available results are provided. The contribution also includes an updated annotated bibliography and suggestions for further reading. Olivier Catoni's course appears separately.

Probability Theory

Author :
Publisher : Allied Publishers
ISBN 13 : 9788177644517
Total Pages : 436 pages
Book Rating : 4.6/5 (445 download)

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Book Synopsis Probability Theory by :

Download or read book Probability Theory written by and published by Allied Publishers. This book was released on 2013 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability theory

Lectures on Probability Theory and Mathematical Statistics - 3rd Edition

Author : Marco Taboga
Publisher : Createspace Independent Publishing Platform
ISBN 13 : 9781981369195
Total Pages : 670 pages
Book Rating : 4.3/5 (691 download)

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Book Synopsis Lectures on Probability Theory and Mathematical Statistics - 3rd Edition by : Marco Taboga

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.

Lectures on Probability Theory and Statistics

Author : Wendelin Werner
Publisher : Springer Science & Business Media
ISBN 13 : 9783540213161
Total Pages : 212 pages
Book Rating : 4.2/5 (131 download)

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Book Synopsis Lectures on Probability Theory and Statistics by : Wendelin Werner

Download or read book Lectures on Probability Theory and Statistics written by Wendelin Werner and published by Springer Science & Business Media. This book was released on with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Lectures on Probability Theory and Statistics

Author : Erwin Bolthausen
Publisher : Springer
ISBN 13 : 3540479449
Total Pages : 469 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Lectures on Probability Theory and Statistics by : Erwin Bolthausen

Download or read book Lectures on Probability Theory and Statistics written by Erwin Bolthausen and published by Springer. This book was released on 2004-06-04 with total page 469 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 8th-24th July, 1999. We thank the authors for all the hard work they accomplished. Their lectures are a work of reference in their domain. The School brought together 85 participants, 31 of whom gave a lecture concerning their research work. At the end of this volume you will find the list of participants and their papers. Finally, to facilitate research concerning previous schools we give here the number of the volume of "Lecture Notes" where they can be found: Lecture Notes in Mathematics 1975: n ° 539- 1971: n ° 307- 1973: n ° 390- 1974: n ° 480- 1979: n ° 876- 1976: n ° 598- 1977: n ° 678- 1978: n ° 774- 1980: n ° 929- 1981: n ° 976- 1982: n ° 1097- 1983: n ° 1117- 1988: n ° 1427- 1984: n ° 1180- 1985-1986 et 1987: n ° 1362- 1989: n ° 1464- 1990: n ° 1527- 1991: n ° 1541- 1992: n ° 1581- 1993: n ° 1608- 1994: n ° 1648- 1995: n ° 1690- 1996: n ° 1665- 1997: n ° 1717- 1998: n ° 1738- Lecture Notes in Statistics 1971: n ° 307- Table of Contents Part I Erwin Bolthausen: Large Deviations and Interacting Random Walks 1 On the construction of the three-dimensional polymer measure. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 2 Self-attracting random walks. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 3 One-dimensional pinning-depinning transitions. . . . . . . . . . . 105 References. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Introduction to Probability

Author : Dimitri Bertsekas
Publisher : Athena Scientific
ISBN 13 : 188652923X
Total Pages : 544 pages
Book Rating : 4.8/5 (865 download)

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Book Synopsis Introduction to Probability by : Dimitri Bertsekas

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.

Philosophical Lectures on Probability

Author : Bruno de Finetti
Publisher : Springer Science & Business Media
ISBN 13 : 1402082010
Total Pages : 239 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Philosophical Lectures on Probability by : Bruno de Finetti

Download or read book Philosophical Lectures on Probability written by Bruno de Finetti and published by Springer Science & Business Media. This book was released on 2008-05-20 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bruno de Finetti (1906–1985) is the founder of the subjective interpretation of probability, together with the British philosopher Frank Plumpton Ramsey. His related notion of “exchangeability” revolutionized the statistical methodology. This book (based on a course held in 1979) explains in a language accessible also to non-mathematicians the fundamental tenets and implications of subjectivism, according to which the probability of any well specified fact F refers to the degree of belief actually held by someone, on the ground of her whole knowledge, on the truth of the assertion that F obtains.

Statistical Rethinking

Author : Richard McElreath
Publisher : CRC Press
ISBN 13 : 1315362619
Total Pages : 488 pages
Book Rating : 4.3/5 (153 download)

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Book Synopsis Statistical Rethinking by : Richard McElreath

Download or read book Statistical Rethinking written by Richard McElreath and published by CRC Press. This book was released on 2018-01-03 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Rethinking: A Bayesian Course with Examples in R and Stan builds readers’ knowledge of and confidence in statistical modeling. Reflecting the need for even minor programming in today’s model-based statistics, the book pushes readers to perform step-by-step calculations that are usually automated. This unique computational approach ensures that readers understand enough of the details to make reasonable choices and interpretations in their own modeling work. The text presents generalized linear multilevel models from a Bayesian perspective, relying on a simple logical interpretation of Bayesian probability and maximum entropy. It covers from the basics of regression to multilevel models. The author also discusses measurement error, missing data, and Gaussian process models for spatial and network autocorrelation. By using complete R code examples throughout, this book provides a practical foundation for performing statistical inference. Designed for both PhD students and seasoned professionals in the natural and social sciences, it prepares them for more advanced or specialized statistical modeling. Web Resource The book is accompanied by an R package (rethinking) that is available on the author’s website and GitHub. The two core functions (map and map2stan) of this package allow a variety of statistical models to be constructed from standard model formulas.

Lectures on Probability Theory

Author : Dominique Bakry
Publisher : Springer
ISBN 13 : 3540485686
Total Pages : 429 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Lectures on Probability Theory by : Dominique Bakry

Download or read book Lectures on Probability Theory written by Dominique Bakry and published by Springer. This book was released on 2006-11-15 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains work-outs of the notes of three 15-hour courses of lectures which constitute surveys on the concerned topics given at the St. Flour Probability Summer School in July 1992. The first course, by D. Bakry, is concerned with hypercontractivity properties and their use in semi-group theory, namely Sobolev and Log Sobolev inequa- lities, with estimations on the density of the semi-groups. The second one, by R.D. Gill, is about statistics on survi- val analysis; it includes product-integral theory, Kaplan- Meier estimators, and a look at cryptography and generation of randomness. The third one, by S.A. Molchanov, covers three aspects of random media: homogenization theory, loca- lization properties and intermittency. Each of these chap- ters provides an introduction to and survey of its subject.

Lectures in Probability and Statistics

Author : Guido Del Pino
Publisher : Springer
ISBN 13 : 3540470921
Total Pages : 496 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Lectures in Probability and Statistics by : Guido Del Pino

Download or read book Lectures in Probability and Statistics written by Guido Del Pino and published by Springer. This book was released on 2006-11-14 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: With contributions by numerous experts

Lectures in Elementary Probability Theory and Stochastic Processes

Author : Jean-Claude Falmagne
Publisher : McGraw-Hill Science, Engineering & Mathematics
ISBN 13 :
Total Pages : 296 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Lectures in Elementary Probability Theory and Stochastic Processes by : Jean-Claude Falmagne

Download or read book Lectures in Elementary Probability Theory and Stochastic Processes written by Jean-Claude Falmagne and published by McGraw-Hill Science, Engineering & Mathematics. This book was released on 2002 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Designed for undergraduate mathematics students or graduate students in the sciences. This book can be used in a prerequisite course for Statistics (for math majors) or Mathematical Modeling. The first eighteen chapters could be used in a one-quarter course, and the entire text is suitable for a one-semester course.

Lectures on the Combinatorics of Free Probability

Author : Alexandru Nica
Publisher : Cambridge University Press
ISBN 13 : 0521858526
Total Pages : 430 pages
Book Rating : 4.5/5 (218 download)

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Book Synopsis Lectures on the Combinatorics of Free Probability by : Alexandru Nica

Download or read book Lectures on the Combinatorics of Free Probability written by Alexandru Nica and published by Cambridge University Press. This book was released on 2006-09-07 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2006 book is a self-contained introduction to free probability theory suitable for an introductory graduate level course.

Lectures on the Coupling Method

Author : Torgny Lindvall
Publisher : Courier Corporation
ISBN 13 : 048615324X
Total Pages : 292 pages
Book Rating : 4.4/5 (861 download)

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Book Synopsis Lectures on the Coupling Method by : Torgny Lindvall

Download or read book Lectures on the Coupling Method written by Torgny Lindvall and published by Courier Corporation. This book was released on 2012-08-15 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practical and easy-to-use reference progresses from simple to advanced topics, covering, among other topics, renewal theory, Markov chains, Poisson approximation, ergodicity, and Strassen's theorem. 1992 edition.

Lectures in Probability and Statistics

Author : Guido Del Pino
Publisher :
ISBN 13 : 9783662197066
Total Pages : 500 pages
Book Rating : 4.1/5 (97 download)

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Book Synopsis Lectures in Probability and Statistics by : Guido Del Pino

Download or read book Lectures in Probability and Statistics written by Guido Del Pino and published by . This book was released on 2014-09-01 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Probability Theory

Author : Yakov G. Sinai
Publisher : Springer Science & Business Media
ISBN 13 : 366202845X
Total Pages : 148 pages
Book Rating : 4.6/5 (62 download)

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Book Synopsis Probability Theory by : Yakov G. Sinai

Download or read book Probability Theory written by Yakov G. Sinai and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sinai's book leads the student through the standard material for ProbabilityTheory, with stops along the way for interesting topics such as statistical mechanics, not usually included in a book for beginners. The first part of the book covers discrete random variables, using the same approach, basedon Kolmogorov's axioms for probability, used later for the general case. The text is divided into sixteen lectures, each covering a major topic. The introductory notions and classical results are included, of course: random variables, the central limit theorem, the law of large numbers, conditional probability, random walks, etc. Sinai's style is accessible and clear, with interesting examples to accompany new ideas. Besides statistical mechanics, other interesting, less common topics found in the book are: percolation, the concept of stability in the central limit theorem and the study of probability of large deviations. Little more than a standard undergraduate course in analysis is assumed of the reader. Notions from measure theory and Lebesgue integration are introduced in the second half of the text. The book is suitable for second or third year students in mathematics, physics or other natural sciences. It could also be usedby more advanced readers who want to learn the mathematics of probability theory and some of its applications in statistical physics.

Introduction to Probability, Statistics, and Random Processes

Author : Hossein Pishro-Nik
Publisher :
ISBN 13 : 9780990637202
Total Pages : 746 pages
Book Rating : 4.6/5 (372 download)

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Book Synopsis Introduction to Probability, Statistics, and Random Processes by : Hossein Pishro-Nik

Download or read book Introduction to Probability, Statistics, and Random Processes written by Hossein Pishro-Nik and published by . This book was released on 2014-08-15 with total page 746 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.