Book description
Praise for the First Edition
". . . an excellent textbook . . . well organized and neatly written."
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Mathematical Reviews
". . . amazingly interesting . . ."
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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:
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Consistency of point estimators
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Large sample theory
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Bootstrap simulation
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Multiple hypothesis testing
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Fisher's exact test and Kolmogorov-Smirnov test
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Martingales, renewal processes, and Brownian motion
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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.
PETER OLOFSSON, PhD, is Professor in the Mathematics Department
at Trinity University. Dr. Olofsson's research interests include
stochastic processes, branching processes, mathematical biology, and
Poisson approximation. He is the author of Probabilities: The
Little Numbers That Rule Our Lives, also published by Wiley.
MIKAEL ANDERSSON, PhD, is Associate Professor in the Department
of Applied Statistics at the Swedish University of Agricultural
Sciences. Dr. Andersson's research interests include stochastic
modeling of infectious diseases, epidemiology, and biological applications.