Introduction to Probability, Statistics, and Random Processes

Introduction to Probability, Statistics, and Random Processes
Author :
Publisher :
Total Pages : 746
Release :
ISBN-10 : 0990637204
ISBN-13 : 9780990637202
Rating : 4/5 (202 Downloads)

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.


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These notes were written as a result of my having taught a "nonmeasure theoretic" course in probability and stochastic processes a few times at the Weizmann Ins