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数理统计与数据分析
数理统计与数据分析(原书第3版),ISBN:9787111336464,作者:(美)里斯 著,田金方 译 -
Brownian Motion and Stochastic Calculus
A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed, illustrated by results concerning representations of martingales and change of measure on Wiener space, which in turn permit a presentation of recent advances in financial economics. The book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The whole is backed by a large number of problems and exercises. -
Introduction to Probability Models, Tenth Edition
Ross's classic bestseller, Introduction to Probability Models, has been used extensively by professionals and as the primary text for a first undergraduate course in applied probability. It provides an introduction to elementary probability theory and stochastic processes, and shows how probability theory can be applied to the study of phenomena in fields such as engineering, computer science, management science, the physical and social sciences, and operations research. With the addition of several new sections relating to actuaries, this text is highly recommended by the Society of Actuaries. Ancillary list: Instructor's Manual - http://textbooks.elsevier.com/web/manuals.aspx?isbn=9780123743886 Student Solutions Manual - http://www.elsevierdirect.com/product.jsp?isbn=9780123756862#42 Sample Chapter, eBook - http://www.elsevierdirect.com/product.jsp?isbn=9780123756862 New to this Edition: 65% new chapter material including coverage of finite capacity queues, insurance risk models and Markov chains Contains compulsory material for new Exam 3 of the Society of Actuaries containing several sections in the new exams Updated data, and a list of commonly used notations and equations, a robust ancillary package, including a ISM, SSM, test bank, and companion website Includes SPSS PASW Modeler and SAS JMP software packages which are widely used in the field Hallmark features: Superior writing style Excellent exercises and examples covering the wide breadth of coverage of probability topics Real-world applications in engineering, science, business and economics -
Statistics
Renowned for its clear prose and no-nonsense emphasis on core concepts, Statistics covers fundamentals using real examples to illustrate the techniques. The Fourth Edition has been carefully revised and updated to reflect current data. -
统计数据的真相
《统计数据的真相》让读者从另一个角度看待统计数据。自从本杰明·迪斯累里(Benjamin Disraelis)谈及“世界上有三种谎言:谎言、该死的谎言,还有统计数据”之后,相关的俏皮话、讽刺语就不断地落到可怜的统计学家头上。这种批评、讽刺虽然“微不足道”,但在某种意义上却是真实的。之所以说“微不足道”,是因为人们不仅可以使用,而且能够滥用每一种统计工具,统计数据在这里肯定不是孤立无援的,而是具有许多相互关联的因素。之所以说“真实”,是因为所有人眼中的世界都是以我们喜欢的方式看到的,而不是世界的客观本来面目。 -
贝叶斯统计
《高等院校统计学专业规划教材•贝叶斯统计》共六章,可分二部分。前三章围绕先验分布介绍贝叶斯推断方法。后三章围绕损失函数介绍贝叶斯决策方法。阅读这些内容仅需要概率统计基本知识就够了。《高等院校统计学专业规划教材•贝叶斯统计》力图用生动有趣的例子来说明贝叶斯统计的基本思想和基本方法,尽量使读者对贝叶斯统计产生兴趣,引发读者使用贝叶方法去认识和解决实际问题的愿望。进而去丰富和发展贝叶斯统计。假如学生的兴趣被钓出来,愿望被引出来,那么讲授这一门课的目的也基本达到了。