Allan Gut

An Intermediate Course in Probability

• Broschiertes Buch

Produktbeschreibung

The purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability theory before entering into more advanced courses (in probability and/or statistics). The presentation is fairly thorough and detailed with many solved examples. Several examples are solved with di erent methods in order to illustrate their di erent levels of sophistication, their pros, and their cons. The motivation for this style of exposition is that experience has proved that the hard part in courses of this kind usually is the application of the results and methods; to know how, when, and where to apply what; and then, technically, to solve a given problem once one knows how to proceed. Exercises are spread out along the way, and every chapter ends with a large selection of problems. Chapters 1 through 6 focus on some central areas of what might be called pure probability theory: multivariate random variables, conditioning, tra- forms, order variables, the multivariate normal distribution, and convergence.

Produktdetails

• Springer Texts in Statistics
• Verlag: Springer / Springer New York / Springer, Berlin
• Artikelnr. des Verlages: 978-1-4899-8446-3
• 2. Aufl.
• Seitenzahl: 320
• Erscheinungstermin: 30. Oktober 2014
• Englisch
• Abmessung: 235mm x 155mm x 18mm
• Gewicht: 492g
• ISBN-13: 9781489984463
• ISBN-10: 1489984461
• Artikelnr.: 41756257

Inhaltsangabe

Multivariate Random Variables.- Conditioning.- Transforms.- Order Statistics.- The Multivariate Normal Distribution.- Convergence.- An Outlook on Further Topics.- The Poisson Process.

Rezensionen

From the reviews of the second edition:

"This is an excellent introductory book on random variables, with a wealth of examples and exercises. ... The material is very well organized ... . The text is remarkably well written, mathematically and aesthetically; layout and fonts make it a pleasant reading, and the examples are often enlightening. I think it will be a valuable support for students and instructors and it should definitely find a place in every good library."

(Fabio Mainardi, The Mathematical Association of America, October, 2009)

"...A worthwhile addition to the textbook pool, one that will guide the student safely through to a point of competence and ability to embark on a more advanced study..."

(International Statistical Review, 2010, 78, 1, 134-159)

"The book addresses a unique niche mathematically inclined students previously exposed to an introductory course in probability ... . The writing style is lucid and easy to follow. ... book is clearly directed toward mathematicians and the highly mathematically inclined scientist or engineer who might be induced to study the mathematics of probability or mathematical statistics. For those who find the classical mathematical pedagogy motivating or those requiring a comprehensive readable reference work on the mathematics of probability theory the book can be highly recommended."

(Thomas D. Sandry, Technometrics, Vol. 53 (1), February, 2011)