 Probability & Statistics

subcategories

Probability (43)
Statistics (62)
Stochastic Calculus (17)

e-books in Probability & Statistics category Probability and Statistics: A Course for Physicists and Engineers
by - De Gruyter Open ,
This is an introduction to concepts of probability theory, probability distributions relevant in the applied sciences, as well as basics of sampling distributions, estimation and hypothesis testing. Designed for students in engineering and physics.
(1395 views) Seeing Theory: A visual introduction to probability and statistics
by - Brown University ,
The intent of the website and these notes is to provide an intuitive supplement to an introductory level probability and statistics course. The level is also aimed at students who are returning to the subject and would like a concise refresher ...
(2457 views) Bayesian Field Theory
by - arXiv.org ,
A particular Bayesian field theory is defined by combining a likelihood model, providing a probabilistic description of the measurement process, and a prior model, providing the information necessary to generalize from training to non-training data.
(2085 views) Theory of Probability: A Historical Essay
by - arXiv.org ,
This book covers the history of probability up to Kolmogorov with essential additional coverage of statistics up to Fisher. The book covers an extremely wide field, and is targeted at the same readers as any other book on history of science.
(2869 views) Probability and Statistics for Geophysical Processes
by - National Technical University of Athens ,
Contents: The utility of probability; Basic concepts of probability; Elementary statistical concepts; Special concepts of probability theory in geophysical applications; Typical univariate statistical analysis in geophysical processes; etc.
(2779 views) Probability and Mathematical Statistics
by - University of Louisville ,
This book is an introduction to probability and mathematical statistics intended for students already having some elementary mathematical background. It is intended for a one-year junior or senior level undergraduate or beginning graduate course.
(4867 views) Introduction to Probability, Statistics, and Random Processes
by - Kappa Research, LLC ,
This book introduces students to probability, statistics, and stochastic processes. It can be used by both students and practitioners in engineering, sciences, finance, and other fields. It provides a clear and intuitive approach to these topics.
(7219 views) Advanced Data Analysis from an Elementary Point of View
by - Cambridge University Press ,
This is a draft textbook on data analysis methods, intended for a one-semester course for advance undergraduate students who have already taken classes in probability, mathematical statistics, and linear regression. It began as the lecture notes.
(5539 views) Introduction to Probability and Statistics Using R
by ,
A textbook for an undergraduate course in probability and statistics. The prerequisites are two or three semesters of calculus and some linear algebra. Students attending the class include mathematics, engineering, and computer science majors.
(5524 views) Probability and Statistics Cookbook
by ,
The cookbook contains a succinct representation of various topics in probability theory and statistics. It provides a comprehensive reference reduced to the mathematical essence, rather than aiming for elaborate explanations.
(14368 views) Basic Data Analysis and More: A Guided Tour Using Python
by - arXiv ,
In these lecture notes, a selection of frequently required statistical tools will be introduced and illustrated. They allow to post-process data that stem from, e.g., large-scale numerical simulations (aka sequence of random experiments).
(9707 views) Probability and Statistics
- UCLA ,
This book is developed as a free, collaborative and interactive learning environment for elementary probability and statistics education. The book blends information technology, scientific techniques and modern pedagogical concepts.
(9808 views) A Minimum of Stochastics for Scientists
by - Caltech ,
The book introduces students to the ideas and attitudes that underlie the statistical modeling of physical, chemical, biological systems. The text contains material the author have tried to convey to an audience composed mostly of graduate students.
(8420 views) Probability, Statistics and Stochastic Processes
by ,
Contents: Probability (Probability Calculus, Random Variables, Discrete and Continuous Distributions); Statistics (Handling of Data, Sampling, Estimation, Hypothesis Testing); Stochastic Processes (Markov Processes, Continuous-Time Processes).
(7591 views) CK-12 Basic Probability and Statistics: A Short Course
by - CK-12.org ,
CK-12 Foundation's Basic Probability and Statistics– A Short Course is an introduction to theoretical probability and data organization. Students learn about events, conditions, random variables, and graphs and tables that allow them to manage data.
(16180 views) Introduction to Probability Theory and Statistics for Linguistics
by - UCLA ,
Contents: Basic Probability Theory (Conditional Probability, Random Variables, Limit Theorems); Elements of Statistics (Estimators, Tests, Distributions, Correlation and Covariance, Linear Regression, Markov Chains); Probabilistic Linguistics.
(8603 views) Lectures on Noise Sensitivity and Percolation
by - arXiv ,
The goal of this set of lectures is to combine two seemingly unrelated topics: (1) The study of Boolean functions, a field particularly active in computer science; (2) Some models in statistical physics, mostly percolation.
(7833 views) Topics in Random Matrix Theory
by ,
This is a textbook for a graduate course on random matrix theory, inspired by recent developments in the subject. This text focuses on foundational topics in random matrix theory upon which the most recent work has been based.
(9343 views) Think Stats: Probability and Statistics for Programmers
by - Green Tea Press ,
Think Stats is an introduction to Probability and Statistics for Python programmers. This new book emphasizes simple techniques you can use to explore real data sets and answer interesting statistical questions. Basic skills in Python are assumed.
(14730 views) Statistics, Probability, and Game Theory: papers in honor of David Blackwell
by - IMS ,
The bulk of the articles in this volume are research articles in probability, statistics, gambling, game theory, Markov decision processes, set theory and logic, comparison of experiments, games of timing, merging of opinions, etc.
(9201 views) Lectures on Probability, Statistics and Econometrics
by - statlect.com ,
This e-book is organized as a website that provides access to a series of lectures on fundamentals of probability, statistics and econometrics, as well as to a number of exercises on the same topics. The level is intermediate.
(9551 views) A defense of Columbo: A multilevel introduction to probabilistic reasoning
by - arXiv ,
Triggered by a recent interesting article on the too frequent incorrect use of probabilistic evidence in courts, the author introduces the basic concepts of probabilistic inference with a toy model, and discusses several important issues.
(11734 views) Principles of Data Analysis
by - Prasenjit Saha ,
This is a short book about the principles of data analysis. The emphasis is on why things are done rather than on exactly how to do them. If you already know something about the subject, then working through this book will deepen your understanding.
(10013 views) Introduction to Randomness and Statistics
by - arXiv ,
This is a practical introduction to randomness and data analysis, in particular in the context of computer simulations. At the beginning, the most basics concepts of probability are given, in particular discrete and continuous random variables.
(9635 views) An Introduction to Stochastic PDEs
by - arXiv ,
This text is an attempt to give a reasonably self-contained presentation of the basic theory of stochastic partial differential equations, taking for granted basic measure theory, functional analysis and probability theory, but nothing else.
(9675 views) Reversible Markov Chains and Random Walks on Graphs
by - University of California, Berkeley ,
From the table of contents: General Markov Chains; Reversible Markov Chains; Hitting and Convergence Time, and Flow Rate, Parameters for Reversible Markov Chains; Special Graphs and Trees; Cover Times; Symmetric Graphs and Chains; etc.
(9969 views) Markov Chains and Mixing Times
by - American Mathematical Society ,
An introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space.
(9898 views) Random Matrix Models and Their Applications
by - Cambridge University Press ,
The book covers broad areas such as topologic and combinatorial aspects of random matrix theory; scaling limits, universalities and phase transitions in matrix models; universalities for random polynomials; and applications to integrable systems.
(12014 views) Stochastic Integration and Stochastic Differential Equations
by - University of Texas ,
Written for graduate students of mathematics, physics, electrical engineering, and finance. The students are expected to know the basics of point set topology up to Tychonoff's theorem, general integration theory, and some functional analysis.
(10129 views) Lectures on Stochastic Analysis
by - University of Wisconsin ,
Covered topics: stochastic integrals with respect to general semimartingales, stochastic differential equations based on these integrals, integration with respect to Poisson measures, stochastic differential equations for general Markov processes.
(10131 views) Bayesian Spectrum Analysis and Parameter Estimation
by - Springer ,
This work is a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis.
(12685 views) Design of Comparative Experiments
by - Cambridge University Press ,
This book develops a coherent framework for thinking about factors that affect experiments and their relationships, including the use of Hasse diagrams. The book is ideal for advanced undergraduate and beginning graduate courses.
(17626 views) Correlation and Causality
by - John Wiley & Sons Inc ,
This text is a general introduction to the topic of structural analysis. It presumes no previous acquaintance with causal analysis. It is general because it covers all the standard, as well as a few nonstandard, statistical procedures.
(11821 views) Applied Nonparametric Regression
by - Cambridge University Press ,
Nonparametric regression analysis has become central to economic theory. Hardle, by writing the first comprehensive and accessible book on the subject, contributed enormously to making nonparametric regression equally central to econometric practice.
(21345 views) Inverse Problem Theory and Methods for Model Parameter Estimation
by - SIAM ,
The first part deals with discrete inverse problems with a finite number of parameters, while the second part deals with general inverse problems. The book for scientists and applied mathematicians facing the interpretation of experimental data.
(12014 views) Non-Uniform Random Variate Generation
by - Springer ,
The book on small field on the crossroads of statistics, operations research and computer science. The applications of random number generators are wide and varied. The study of non-uniform random variates is precisely the subject area of the book.
(10701 views) Markov Chains and Stochastic Stability
by - Springer ,
The book on the theory of general state space Markov chains, and its application to time series analysis, operations research and systems and control theory. An advanced graduate text and a monograph treating the stability of Markov chains.
(16962 views) Introduction Probaility and Statistics
by - University of Southern Maine ,
Topics: Data Analysis; Probability; Random Variables and Discrete Distributions; Continuous Probability Distributions; Sampling Distributions; Point and Interval Estimation; Large Sample Estimation; Large-Sample Tests of Hypothesis; etc.
(22491 views) Convergence of Stochastic Processes
by - Springer ,
Selected parts of empirical process theory, with applications to mathematical statistics. The book describes the combinatorial ideas needed to prove maximal inequalities for empirical processes indexed by classes of sets or classes of functions.
(11125 views)