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Probability Theory and Mathematical Statistics for Engineers

  • 1st Edition - January 1, 1984
  • Author: V. S. Pugachev
  • Language: English
  • eBook ISBN:
    9 7 8 - 1 - 4 8 3 1 - 9 0 5 0 - 1

Probability Theory and Mathematical Statistics for Engineers focuses on the concepts of probability theory and mathematical statistics for finite-dimensional random variables… Read more

Probability Theory and Mathematical Statistics for Engineers

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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.