Table of contents

  1. Full text access

    Other Titles of Interest

    Front Matter

    Copyright

    PREFACE

  2. Book chapter Abstract only

    CHAPTER 1 - PROBABILITIES OF EVENTS

  3. Book chapter Abstract only

    CHAPTER 2 - RANDOM VARIABLES

  4. Book chapter Abstract only

    CHAPTER 3 - NUMERICAL CHARACTERISTICS OF RANDOM VARIABLES

  5. Book chapter Abstract only

    CHAPTER 4 - PROJECTIONS OF RANDOM VECTORS AND THEIR DISTRIBUTIONS

  6. Book chapter Abstract only

    CHAPTER 5 - FUNCTIONS OF RANDOM VARIABLES

  7. Book chapter Abstract only

    CHAPTER 6 - ESTIMATION OF PARAMETERS OF DISTRIBUTIONS

  8. Book chapter Abstract only

    CHAPTER 7 - ESTIMATOR THEORY

  9. Book chapter Abstract only

    CHAPTER 8 - ESTIMATION OF DISTRIBUTIONS

  10. Book chapter Abstract only

    CHAPTER 9 - STATISTICAL MODELS, I

  11. Book chapter Abstract only

    CHAPTER 10 - STATISTICAL MODELS, II

  12. Book chapter No access

    APPENDICES

  13. Book chapter No access

    MAIN NOTATIONS

  14. Book chapter No access

    REFERENCES

  15. Book chapter No access

    INDEX

About the book

Description

Probability Theory and Mathematical Statistics for Engineers focuses on the concepts of probability theory and mathematical statistics for finite-dimensional random variables.

The book underscores the probabilities of events, random variables, and numerical characteristics of random variables. Discussions focus on canonical expansions of random vectors, second-order moments of random vectors, generalization of the density concept, entropy of a distribution, direct evaluation of probabilities, and conditional probabilities. The text then examines projections of random vectors and their distributions, including conditional distributions of projections of a random vector, conditional numerical characteristics, and information contained in random variables.

The book elaborates on the functions of random variables and estimation of parameters of distributions. Topics include frequency as a probability estimate, estimation of statistical characteristics, estimation of the expectation and covariance matrix of a random vector, and testing the hypotheses on the parameters of distributions. The text then takes a look at estimator theory and estimation of distributions.

The book is a vital source of data for students, engineers, postgraduates of applied mathematics, and other institutes of higher technical education.

Probability Theory and Mathematical Statistics for Engineers focuses on the concepts of probability theory and mathematical statistics for finite-dimensional random variables.

The book underscores the probabilities of events, random variables, and numerical characteristics of random variables. Discussions focus on canonical expansions of random vectors, second-order moments of random vectors, generalization of the density concept, entropy of a distribution, direct evaluation of probabilities, and conditional probabilities. The text then examines projections of random vectors and their distributions, including conditional distributions of projections of a random vector, conditional numerical characteristics, and information contained in random variables.

The book elaborates on the functions of random variables and estimation of parameters of distributions. Topics include frequency as a probability estimate, estimation of statistical characteristics, estimation of the expectation and covariance matrix of a random vector, and testing the hypotheses on the parameters of distributions. The text then takes a look at estimator theory and estimation of distributions.

The book is a vital source of data for students, engineers, postgraduates of applied mathematics, and other institutes of higher technical education.

Details

Copyright

Copyright © 1984 Elsevier Ltd. All rights reserved.

You currently don't have access to this book, however you can purchase separate chapters directly from the table of contents or buy the full version.

Purchase the book

Authors

V.S. PUGACHEV

Institute of Control Sciences, Academy of Sciences of the USSR, Moscow, USSR