- 468 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
Probability Theory and Mathematical Statistics for Engineers
About This Book
Probability Theory and Mathematical Statistics for Engineers focuses on the concepts of probability theory and mathematical statistics for finite-dimensional random variables.
The bookunderscores 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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Table of contents
- Cover image
- Title page
- Table of Contents
- Other Titles of Interest
- Copyright
- PREFACE
- Chapter 1: PROBABILITIES OF EVENTS
- Chapter 2: RANDOM VARIABLES
- Chapter 3: NUMERICAL CHARACTERISTICS OF RANDOM VARIABLES
- Chapter 4: PROJECTIONS OF RANDOM VECTORS AND THEIR DISTRIBUTIONS
- Chapter 5: FUNCTIONS OF RANDOM VARIABLES
- Chapter 6: ESTIMATION OF PARAMETERS OF DISTRIBUTIONS
- Chapter 7: ESTIMATOR THEORY
- Chapter 8: ESTIMATION OF DISTRIBUTIONS
- Chapter 9: STATISTICAL MODELS, I
- Chapter 10: STATISTICAL MODELS, II
- APPENDICES
- MAIN NOTATIONS
- REFERENCES
- INDEX