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Statistical Inference for Engineers and Data Scientists

Autor Pierre Moulin, Venugopal V. Veeravalli
en Limba Engleză Hardback – 21 noi 2018
This book is a mathematically accessible and up-to-date introduction to the tools needed to address modern inference problems in engineering and data science, ideal for graduate students taking courses on statistical inference and detection and estimation, and an invaluable reference for researchers and professionals. With a wealth of illustrations and examples to explain the key features of the theory and to connect with real-world applications, additional material to explore more advanced concepts, and numerous end-of-chapter problems to test the reader's knowledge, this textbook is the 'go-to' guide for learning about the core principles of statistical inference and its application in engineering and data science. The password-protected solutions manual and the image gallery from the book are available online.
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Specificații

ISBN-13: 9781107185920
ISBN-10: 1107185920
Pagini: 418
Dimensiuni: 177 x 258 x 23 mm
Greutate: 0.95 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Locul publicării:New York, United States

Cuprins

1. Introduction; Part I. Hypothesis Testing: 2. Binary hypothesis testing; 3. Multiple hypothesis testing; 4. Composite hypothesis testing; 5. Signal detection; 6. Convex statistical distances; 7. Performance bounds for hypothesis testing; 8. Large deviations and error exponents for hypothesis testing; 9. Sequential and quickest change detection; 10. Detection of random processes; Part II. Estimation: 11. Bayesian parameter estimation; 12. Minimum variance unbiased estimation; 13. Information inequality and Cramer–Rao lower bound; 14. Maximum likelihood estimation; 15. Signal estimation.

Recenzii

'This book presents a rigorous and comprehensive coverage of the concepts underlying modern statistical inference, and provides a lucid exposition of the fundamental concepts. A distinguishing feature of the book is the large number of thoughtfully constructed examples, which go a long way towards aiding the reader in understanding and assimilating the concepts. As no particular domain expertise is assumed other than probability theory, the book should be widely accessible to a broad readership.' Kannan Ramchandran, University of California, Berkeley
'A wide-ranging, rigorous, yet accessible account of hypothesis testing and estimation, the pillars of statistical signal processing, communications, and data science at large.' Tsachy Weissman, STMicroelectronics Chair, Founding Director of the Stanford Compression Forum, Stanford University, California

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Descriere

A mathematically accessible textbook introducing all the tools needed to address modern inference problems in engineering and data science.