Probability, Statistics, and Stochastic Processes, 2/e (Hardcover)

Praise for the First Edition

". . . an excellent textbook . . . well organized and neatly written."
—Mathematical Reviews

". . . amazingly interesting . . ."
—Technometrics

Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields.

Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including:

• Consistency of point estimators

• Large sample theory

• Bootstrap simulation

• Multiple hypothesis testing

• Fisher's exact test and Kolmogorov-Smirnov test

• Martingales, renewal processes, and Brownian motion

• One-way analysis of variance and the general linear model

Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.

《概率、统计和随机过程》第二版的好評如潮，展示了概率、统计和随机过程之间的相互关系，使读者能够在自己选择的领域中收集、分析和描述数据。

本书首先介绍了三个章节，发展了概率理论并介绍了概率公理、随机变量和联合分布。接着介绍了极限定理和模拟。作者将严谨的基于微积分的理论发展与直观的方法相结合，吸引读者的理性和逻辑思维。第二版包含了超过400个例子，帮助阐明概念和理论，并新增了统计推断和大量新主题，包括：

- 点估计的一致性
- 大样本理论
- 自助法模拟
- 多重假设检验
- Fisher精确检验和Kolmogorov-Smirnov检验
- 鞅、更新过程和布朗运动
- 单因素方差分析和一般线性模型

《概率、统计和随机过程》第二版经过广泛的班级测试，确保了易于理解的呈现方式。它是高年级本科概率和统计课程的优秀教材，也是统计学、数学、工业管理和工程领域的科学家和工程师的理想资源。