Probability, Statistics, and Stochastic Processes (PDF)

Praise for the First Edition

". . . an excellent textbook . . . well organized and neatly
written."

--Mathematical Reviews

". . . amazingly interesting . . ."

--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:

* Consistency of point estimators

* Large sample theory

* Bootstrap simulation

* Multiple hypothesis testing

* Fisher's exact test and Kolmogorov-Smirnov test

* Martingales, renewal processes, and Brownian motion

* 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.