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An Introduction to Probability and Statistical Inference - e Roussas - ( Academic Press,Elsevier Science - 2003 - pp.543).pdf

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文档介绍

文档介绍:Introduction to Probability
and Statistical Inference
This Page Intentionally Left Blank
Introduction to Probability
and Statistical Inference
e Roussas
University of California, Davis
Amsterdam Boston London New York Oxford Paris
San Diego San Francisco Singapore Sydney Tokyo
Senior Sponsoring Editor Barbara Holland
Project Manager Nancy Zachor
Editorial Coordinator Tom Singer
Cover Design Shawn Girsberger
Copyeditor Mary Prescott
Composition International Typesetting position
Printer Maple-Vail
This book is printed on acid-free paper. ∞
Copyright 2003, Elsevier Science (USA)
All rights reserved.
No part of this publication may be reproduced or transmitted in any form or by any
means, electronic or mechanical, including photocopy, recording, or any information
storage and retrieval system, without permission in writing from the publisher.
Requests for permission to make copies of any part of the work should be mailed to:
Permissions Department, Harcourt, Inc., 6277 Sea Harbor Drive, Orlando,
Florida 32887-6777.
Academic Press
An imprint of Elsevier Science
525 B Street, Suite 1900, San Diego, California 92101-4495, USA
Academic Press
An imprint of Elsevier Science
200 Wheeler Road, Burlington, Massachusetts 01803, USA
Academic Press
An imprint of Elsevier Science
84 Theobald’s Road, London WC1X 8RR, UK
Library of Congress Control Number: 2002110812
International Standard Book Number: 0-12-599020-0
PRINTED IN THE UNITED STATES OF AMERICA
0203040506987654321
To my wife and sons,
and the ettable Beowulf
Contents
Preface xi
1 SOME MOTIVATING EXAMPLES AND SOME
FUNDAMENTAL CONCEPTS 1
Some Motivating Examples 1
Some Fundamental Concepts 8
Random Variables 19
2 THE CONCEPT OF PROBABILITY AND BASIC RESULTS 23
Definition of Probability and Some Basic Results 24
Distribution of a Random Variable 33
Conditional Probability and Related Results 41
Independent Events and Related Results 5