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...

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书目详细资料
主要作者: Kobayashi, Hisashi
企业作者: ebrary, Inc
其他作者: Mark, Brian L. (Brian Lai-bue), 1969-, Turin, William
格式: 电子 电子书
语言:英语
出版: Cambridge ; New York : Cambridge University Press, 2012.
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在线阅读:An electronic book accessible through the World Wide Web; click to view
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实物特征
总结:"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"--
实物描述:xxxi, 780 p.
参考书目:Includes bibliographical references and index.