Probability, Random Processes, and Statistical Analysis (English, Hisashi Kobayashi | Brian L. Mark | William Turin)
by Hisashi Kobayashi | Brian L. Mark | William Turin
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About the Book
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 Itô process. App…
ISBN: 9780521895446
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