Handbook of the Normal Distribution, Second Edition


Book Description

"Traces the historical development of the normal law. Second Edition offers a comprehensive treatment of the bivariate normal distribution--presenting entirely new material on normal integrals, asymptotic normality, the asymptotic properties of order statistics, and point estimation and statistical intervals."










Research in Progress


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Probability, Random Processes, and Statistical Analysis


Book Description

Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalities, bound and approximation, maximum-likelihood estimation and the expectation-maximization (EM) algorithm, geometric Brownian motion and Itô process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and Baum–Welch algorithms, algorithms for machine learning, Wiener and Kalman filters, and queueing and loss networks are treated in detail. The book will be useful to students and researchers in such areas as communications, signal processing, networks, machine learning, bioinformatics, econometrics and mathematical finance. With a solutions manual, lecture slides, supplementary materials and MATLAB programs all available online, it is ideal for classroom teaching as well as a valuable reference for professionals.




The Normal Distribution


Book Description

This book is a concise presentation of the normal distribution on the real line and its counterparts on more abstract spaces, which we shall call the Gaussian distributions. The material is selected towards presenting characteristic properties, or characterizations, of the normal distribution. There are many such properties and there are numerous rel evant works in the literature. In this book special attention is given to characterizations generated by the so called Maxwell's Theorem of statistical mechanics, which is stated in the introduction as Theorem 0.0.1. These characterizations are of interest both intrin sically, and as techniques that are worth being aware of. The book may also serve as a good introduction to diverse analytic methods of probability theory. We use characteristic functions, tail estimates, and occasionally dive into complex analysis. In the book we also show how the characteristic properties can be used to prove important results about the Gaussian processes and the abstract Gaussian vectors. For instance, in Section 5.4 we present Fernique's beautiful proofs of the zero-one law and of the integrability of abstract Gaussian vectors. The central limit theorem is obtained via characterizations in Section 7.3.




Applied Life Data Analysis


Book Description

WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "Many examples drawn from the author’s experience of engineering applications are used to illustrate the theoretical results, which are presented in a cookbook fashion...it provides an excellent practical guide to the analysis of product-life data." –T.M.M. Farley Special Programme of Research in Human Reproduction World Health Organization Geneva, Switzerland Review in Biometrics, September 1983 Now a classic, Applied Life Data Analysis has been widely used by thousands of engineers and industrial statisticians to obtain information from life data on consumer, industrial, and military products. Organized to serve practitioners, this book starts with basic models and simple informative probability plots of life data. Then it progresses through advanced analytical methods, including maximum likelihood fitting of advanced models to life data. All data analysis methods are illustrated with numerous clients' applications from the author's consulting experience.




Mathematical Reviews


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Mechanical Vibration and Shock Analysis, Random Vibration


Book Description

Mechanical Vibration and Shock Analysis, Second Edition Volume 3: Random Vibration The vast majority of vibrations encountered in a real-world environment are random in nature. Such vibrations are intrinsically complicated, but this volume describes a process enabling the simplification of the analysis required, and the analysis of the signal in the frequency domain. Power spectrum density is also defined, with the requisite precautions to be taken in its calculation described together with the processes (windowing, overlapping) necessary for improved results. A further complementary method, the analysis of statistical properties of the time signal, is described. This enables the distribution law of the maxima of a random Gaussian signal to be determined and simplifies calculation of fatigue damage to be made by the avoidance of the direct counting of peaks. The Mechanical Vibration and Shock Analysis five-volume series has been written with both the professional engineer and the academic in mind. Christian Lalanne explores every aspect of vibration and shock, two fundamental and extremely significant areas of mechanical engineering, from both a theoretical and practical point of view. The five volumes cover all the necessary issues in this area of mechanical engineering. The theoretical analyses are placed in the context of both the real world and the laboratory, which is essential for the development of specifications.