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Weighing the Odds: A Course in Probability and Statistics Book

Weighing the Odds: A Course in Probability and Statistics
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  • Weighing the Odds: A Course in Probability and Statistics
  • Written by author David Williams
  • Published by Cambridge University Press, August 2001
  • Advanced textbook; many examples and exercises, often with hints or solutions; code provided for computational examples and simulations.
Buy Digital  USD$99.99

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Authors

Preface
1Introduction1
Conditioning: an intuitive first look1
Sharpening our intuition18
Probability as Pure Maths23
Probability as Applied Maths25
First remarks on Statistics26
Use of Computers31
2Events and Probabilities35
Possible outcome [omega], actual outcome [omega] [superscript act.], and Events36
Probabilities39
Probability and Measure42
3Random Variables, Means and Variances47
Random Variables47
DFs, pmfs and pdfs50
Means in the case when [Omega] is finite56
Means in general59
Variances and Covariances65
4Conditioning and Independence73
Conditional probabilities73
Independence96
Laws of large numbers103
Random Walks: a first look116
A simple 'strong Markov principle'127
Simulation of IID sequences130
5Generating Functions; and the Central Limit Theorem141
General comments on the use of Generating Functions (GFs)142
Probability generating functions (pgfs)143
Moment Generating Functions (MGFs)146
The Central Limit Theorem (CLT)156
Characteristic Functions (CFs)166
6Confidence Intervals for one-parameter models169
Some commonsense Frequentist CIs173
Likelihood; sufficiency; exponential family181
Brief notes on Point Estimation187
Maximum-Likelihood Estimators (MLEs) and associated CIs192
Bayesian Confidence Intervals199
Hypothesis Testing - if you must222
7Conditional pdfs and multi-parameter Bayesian Statistics240
Joint and conditional pmfs240
Jacobians243
Joint pdfs; transformations246
Conditional pdfs258
Multi-parameter Bayesian Statistics265
8Linear Models, ANOVA, etc283
Overview and motivation283
The Orthonormality Principle and the F-test295
Five basic models: the Mathematics304
Goodness of fit; robustness; hierarchical models339
Multivariate Normal (MVN) Distributions365
9Some further Probability383
Conditional Expectation385
Martingales406
Poisson Processes (PPs)426
10Quantum Probability and Quantum Computing440
Quantum Computing: a first look441
Foundations of Quantum Probability448
Quantum computing: a closer look463
Spin and Entanglement472
Spin and the Dirac equation485
Epilogue491
App. ASome Prerequisites and Addenda495
App. BDiscussion of some Selected Exercises502
App. CTables514
App. DA small Sample of the Literature519
Bibliography525
Index539


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