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...

תיאור מלא

שמור ב:
מידע ביבליוגרפי
מחבר ראשי: Kobayashi, Hisashi
מחבר תאגידי: ebrary, Inc
מחברים אחרים: Mark, Brian L. (Brian Lai-bue), 1969-, Turin, William
פורמט: אלקטרוני ספר אלקטרוני
שפה:אנגלית
יצא לאור: Cambridge ; New York : Cambridge University Press, 2012.
נושאים:
גישה מקוונת:An electronic book accessible through the World Wide Web; click to view
תגים: הוספת תג
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תיאור
סיכום:"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"--
תיאור פיזי:xxxi, 780 p.
ביבליוגרפיה:Includes bibliographical references and index.