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10.08.18
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13.08.18
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05.08.18
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Главная - Естественные науки. Математика - Математика - Конспект лекций по теории вероятностей, математической статистике и случайным процессам
Конспект лекций по теории вероятностей, математической статистике и случайным процессам

Конспект лекций по теории вероятностей, математической статистике и случайным процессам

Издательство: Эльга.
Год издания: 2008
Кол-во страниц: 288 стр.
Формат:
ISBN: 978-5-8112-2966-6
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Конспект лекций по теории вероятностей, математической статистике и случайным процессам - Письменный Д.Т.

Книга представляет собой курс лекций по теории вероятностей, случайным процессам и математической статистике. Первая часть книги содержит основные понятия и теоремы теории вероятностей, такие как случайные события, вероятность, случайные функции, корреляция, условная вероятность, закон больших чисел и предельные теоремы. В отдельной главе приведены основные понятия теории случайных процессов (стационарный процесс, марковский процесс, теорема Винера-Хинчина).

Вторая часть книги посвящена математической статистике, в ней излагаются основы выборочного метода, теории оценок и проверки гипотез.
Изложение теоретического материала ведется на доступном, по возможности строгом языке и сопровождается рассмотрением большого количества примеров и задач.
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