Processing random data : statistics for engineers and scientists

著者

    • Edwards, Robert V.

書誌事項

Processing random data : statistics for engineers and scientists

Robert V. Edwards

World Scientific, c2006

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注記

Includes bibliographical references and index

内容説明・目次

内容説明

Two features of Processing Random Data differentiate it from other similar books: the focus on computing the reproducibility error for statistical measurements, and its comprehensive coverage of Maximum Likelihood parameter estimation techniques. The book is useful for dealing with situations where there is a model relating to the input and output of a process, but with a random component, which could be noise in the system or the process itself could be random, like turbulence. Parameter estimation techniques are shown for many different types of statistical models, including joint Gaussian. The Cramer-Rao bounds are described as useful estimates of reproducibility errors.Finally, using an example with a random sampling of turbulent flows that can occur when using laser anemometry the book also explains the use of conditional probabilities.

目次

  • Basic Statistical Concepts
  • Measurement of Random Variables
  • Time Series
  • Parameter Estimation
  • Random Sampling.

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