Probability Theory and Mathematical Statistics for Engineers
Publisher： Elsevier Science
Publication year： 2014
E-ISBN: 9781483190501
P-ISBN(Paperback): 9780080291482
P-ISBN(Hardback): 9780080291482
Subject： O21 Probability and Mathematical Statistics
Language： ENG
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Description
Probability Theory and Mathematical Statistics for Engineers focuses on the concepts of probability theory and mathematical statistics for finite-dimensional random variables.
The book underscores the probabilities of events, random variables, and numerical characteristics of random variables. Discussions focus on canonical expansions of random vectors, second-order moments of random vectors, generalization of the density concept, entropy of a distribution, direct evaluation of probabilities, and conditional probabilities. The text then examines projections of random vectors and their distributions, including conditional distributions of projections of a random vector, conditional numerical characteristics, and information contained in random variables.
The book elaborates on the functions of random variables and estimation of parameters of distributions. Topics include frequency as a probability estimate, estimation of statistical characteristics, estimation of the expectation and covariance matrix of a random vector, and testing the hypotheses on the parameters of distributions. The text then takes a look at estimator theory and estimation of distributions.
The book is a vital source of data for students, engineers, postgraduates of applied mathematics, and other institutes of higher technical education.
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