Probability, Statistics, and Stochastic Processes

by Peter Olofsson (Trinity Univ. )

• ISBN13: 9780471679691
• ISBN10: 0471679690
• Format: Hardcover
• Copyright: 2005-06-01
• Publisher: Wiley-Interscience

Summary

This text begins with chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions. The next sections introduce limit theorems and simulation. Also included is a chapter on statistical inference, with a section on Bayesian statistics which is an important, though often neglected, topic for undergraduate-level texts. Markov chains in discrete and continuous time is also discussed within the book. More than 400 examples are interspersed throughout the text to help illustrate concepts and theory and to assist the reader to develop an intuitive sense of the subject. Readers will find many of the examples to be both entertaining and thought provoking. This is also true for the carefully selected problems that appear at the end of each chapter.

Author Biography

PETER OLOFSSON, PHD, is currently a Visiting Associate Professor at Rice University. His research interests are in the field of stochastic processes, including the theory and biological applications of branching processes. He has published numerous articles in leading journals and has given seminars and conference lectures throughout the United States and Europe.

Table of Contents

Preface.

1. Basic Probability Theroy.

2. Random Variables.

3. Joint Distributions.

4. Limit Theorems.

5. Simulation.

6. Statistical Inference.

7. Stochastic Processes.

Appendix A: Tables.

Appendix B: Answers to Selected Problems.

References.