Unlike traditional introductory math/stat textbooks, Probability and Statistics: The Science of Uncertainty brings a modern flavor based on incorporating the computer to the course and an integrated approach to inference. From the start the book integrates simulations into its theoretical coverage, and emphasizes the use of computer-powered computation throughout.* Math and science majors with just one year of Calculus can use this text and experience a refreshing blend of applications and theory that goes beyond merely mastering the technicalities. They'll get a thorough grounding in probability theory, and go beyond that to the theory of statistical inference and its applications. An integrated approach to inference is presented that includes the frequency approach as well as Bayesian methodology. Bayesian inference is developed as a logical extension of likelihood methods. A separate chapter is devoted to the important topic of model checking and this is applied in the context of the standard applied statistical techniques. Examples of data analyses using real-world data are presented throughout the text. A final chapter introduces a number of the most important stochastic process models using elementary methods.
Contents
1. Probability
Models
1.1 Probability: A Measure of
Uncertainty
1.1.1 Why Do We Need Probability
Theory?
1.2 Probability
Models
1.3 Basic Results for Probability
Models
1.4 Uniform Probability on Finite
Spaces
1.4.1 Combinatorial
Principles
1.5 Conditional Probability and
Independence
1.5.1 Conditional
Probability
1.5.2 Independence of
Events
1.6 Continuity of
P
1.7 Further Proofs
(Advanced)
2. Random Variables and
Distributions
2.1 Random
Variables
2.2 Distribution of Random
Variables
2.3 Discrete
Distributions
2.3.1 Important Discrete
Distributions
2.4 Continuous
Distributions
2.4.1 Important Absolutely Continuous
Distributions
2.5 Cumulative Distribution
Functions
(cdfs)
2.5.1 Properties of Distribution
Functions
2.5.2 Cdf's of Discrete
Distributions
2.5.3 Cdf's of Absolutely Continuous
Distributions
2.5.4 Mixture
Distributions
2.5.5 Distributions Neither Discrete Nor Continuous
(Advanced)
2.6 One-dimensional Change of
Variable
2.6.1 The Discrete
Case
2.6.2 The Continuous
Case
2.7 Joint
Distributions
2.7.1 Joint Cumulative Distribution
Functions
2.7.2 Marginal
Distributions
2.7.3 Joint Probability
Functions
2.7.4 Joint Density
Functions
2.8 Conditioning and
Independence
2.8.1 Conditioning on Discrete Random
Variables
2.8.2 Conditioning on Continuous Random
Variables
2.8.3 Independence of Random
Variables
2.8.4 Sampling From a
Population
2.9 Multi-dimensional Change of
Variable
2.9.1 The Discrete
Case
2.9.2 The Continuous Case
(Advance)
2.9.3
Convolution
2.10 Simulating Probability
Distributions
2.10.1 Simulating Discrete
Distributions
2.10.2 Simulating Continuous
Distributions
2.11 Further Proofs
(Advanced)
3. Expectation
3.1
The Discrete Case
3.2 The Absolutely Continuous
Case
3.3 Variance, Covariance and
Correlation
3.4 Generating
Functions
3.4.1 Characteristic Functions
(Advanced)
3.5 Conditional
Expectation
3.5.1 Discrete
Case
3.5.2 Absolutely Continuous
Case
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