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Processing random data : statistics for engineers and scientists
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Processing random data : statistics for engineers and scientists

著者: Robert V Edwards
出版商: New Jersey : World Scientific, 2006.
版本/格式:   图书 : 英语查看所有的版本和格式
提要:

Focusing on computing the reproducibility error for statistical measurements, this book provides comprehensive coverage of Maximum Likelihood parameter estimation techniques. It is useful for dealing  再读一些...

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材料类型: 互联网资源
文件类型: 书, 互联网资源
所有的著者/提供者: Robert V Edwards
ISBN: 9812568344 9789812568342
OCLC号码: 74815179
描述: xi, 140 p. : ill. ; 24 cm.
内容: 1 Random Variables 1 --
1.2 Expected Values 4 --
1.3 Probability Distribution Functions 4 --
1.3.1 Properties of probability density functions 10 --
1.4 The Expected Value Process 11 --
1.5 Variance and Standard Deviation 12 --
1.6 Moments and Moment Generating Functions 14 --
1.7 Common Types of Distributions 15 --
1.7.1 Uniform distribution 15 --
1.7.2 Binomial distribution 16 --
1.7.2.1 Using the binomial distribution 19 --
1.7.3 Poisson distribution 20 --
1.7.4 Gaussian (or normal) distribution 23 --
1.7.5 Student-t distribution 24 --
1.7.6 Sum of two Gaussian variables 26 --
1.7.7 The Chi-squared distribution 26 --
1.7.8 The error function 27 --
1.8 Functions of More Than One Random Variable 28 --
1.8.1 (Bayes theorem) 28 --
1.8.2 Joint Gaussian distributions 31 --
1.9 Change of Variable 32 --
2 Measurement of Samples of Random Numbers 37 --
2.1 Variance of the Measured Mean 37 --
2.2 Estimate of the Variance 39 --
2.3 Variance of the Measured Variance 41 --
2.4 Non-Independent Random Variables 45 --
2.5 Histograms 47 --
2.5.1 Statistical experiments involving the uniform and binomial distributions 48 --
2.6 Confidence Limits 51 --
2.6.1 Tests of hypotheses 53 --
3 Time Series-Random Variables that are Functions of Time 61 --
3.1 Averages 61 --
3.2 The Autocovariance and Autocorrelation Function 62 --
3.2.1 Variance of the average of a signal with correlation 63 --
3.3 The Power Spectrum of a Random Signal 66 --
3.3.1 Short review of Fourier transforms 67 --
3.4 Processing Time Series by Computer 69 --
3.5 Estimation of the Autocorrelation 70 --
3.5.1 Error covariance for autocorrelation estimates 70 --
3.5.2 Random, correlated signal generator 75 --
3.6 Estimation of the Power Spectrum of Time Series Data 76 --
3.6.1 Generic properties of the digital Fourier transform 77 --
3.6.2 The variance of spectrum estimates 79 --
3.7 Batch Mode Autocorrelation 82 --
4 Parameter Estimation 87 --
4.1 Motivation 87 --
4.2 Maximum Likelihood Estimation 91 --
4.2.1 Gaussian processes 92 --
4.2.2 Poisson processes 94 --
4.2.3 Non-independent Gaussian statistics 95 --
4.2.4 Chi-squared distributions 97 --
4.3 Residuals 98 --
4.4 Parameter Error Estimates 100 --
4.4.1 Expected errors for Gaussian statistics 103 --
4.4.2 Error estimates for joint Gaussian statistics 105 --
4.4.3 Error estimates for Poisson processes 106 --
4.4.4 Error estimates for Chi-square distributions 106 --
4.5 A Priori Error Estimation 106 --
4.6 Maximum A Posteriori Estimation 108 --
5 Random Sampling 115 --
5.1 Basic Concepts of Random Sampling 115 --
5.2 Independent Sampling 116 --
5.2.1 Mean and variance of the mean with random sampling 117 --
5.2.2 Spectrum and autocorrelation estimate using randomly sampled data 119 --
5.2.3 Effect of finite sample intervals [Delta]t 124 --
5.3 Sample and Hold Autocorrelation and Spectrum Estimation 124 --
5.4 Non-Independent Sampling 127 --
5.4.1 Sample and hold (rate depends on f) 129 --
5.4.2 Controlled sampling 132 --
5.4.3 Autocorrelation estimation 133 --
5.5 Photon Detection 134 --
5.5.1 Moments 134 --
5.5.2 Autocorrelation estimation 135.
责任: Robert V. Edwards.
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