Probability, random processes, and statistical analysis

"Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalit...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Kobayashi, Hisashi
مؤلف مشترك: ebrary, Inc
مؤلفون آخرون: Mark, Brian L. (Brian Lai-bue), 1969-, Turin, William
التنسيق: الكتروني كتاب الكتروني
اللغة:الإنجليزية
منشور في: Cambridge ; New York : Cambridge University Press, 2012.
الموضوعات:
الوصول للمادة أونلاين:An electronic book accessible through the World Wide Web; click to view
الوسوم: إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
الوصف
الملخص:"Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalities, bound and approximation, maximum-likelihood estimation and the expectation-maximization (EM) algorithm, geometric Brownian motion and It's process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and Baum-Welch algorithms, algorithms for machine learning, Wiener and Kalman filters, and queueing and loss networks are treated in detail. The book will be useful to students and researchers in such areas as communications, signal processing, networks, machine learning, bioinformatics, econometrics and mathematical finance. With a solutions manual, lecture slides, supplementary materials and MATLAB programs all available online, it is ideal for classroom teaching as well as a valuable reference for professionals"--
وصف مادي:xxxi, 780 p.
بيبلوغرافيا:Includes bibliographical references and index.