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Probability & Statistics - Bayesian Analysis

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Bayesian Compendium
by Van Oijen, Marcel       
(Hardcover - English - 9783030558963)
This book describes how Bayesian methods work. Its primary aim is to demystify them, and to show readers: Bayesian thinking isn't difficult and can be used in virtually every kind of research. In addition to revealing the underlying simplicity of statistical methods, the book explains how to parameterise and compare models while accounting for uncertainties in data, model parameters and model structures. How exactly should data be used in modelling? The literature offers a bewildering variety of techniques and approaches (Bayesian calibration, data assimilation, Kalman filtering, model-data fusion, etc). This book provides a short and easy guide to all of these ..
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Stochastic Processes: An Introduction, Third Edition
by Smith, Peter    Jones, Peter Watts   
(Paperback - English - 9780367657604)
Based on a well-established and popular course taught by the authors over many years, Stochastic Processes: An Introduction, Third Edition, discusses the modelling and analysis of random experiments, where processes evolve over time. The text begins with a review of relevant fundamental probability. It then covers gambling problems, random walks, and Markov chains. The authors go on to discuss random processes continuous in time, including Poisson, birth and death processes, and general population models, and present an extended discussion on the analysis of associated stationary processes in queues. The book also explores reliability and other random processe ..
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Rp. 1.364.000
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Elementary Probability with Applications
by Rabinowitz, Larry       
(Paperback - English - 9780367658281)
strong Elementary Probability with Applications, Second Edition strong shows students how probability has practical uses in many different fields, such as business, politics, and sports. In the book, students learn about probability concepts from real-world examples rather than theory. The text explains how probability models with underlying assumptions are used to model actual situations. It contains examples of probability models as they relate to: ul li Bloc voting li li Population genetics li li Doubling strategies in casinos li li Machine reliability li li Airline management li li Cryptology li li Blood testing li li Do ..
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Rp. 1.605.000
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Rp. 1.364.000
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Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear
by Gobet, Emmanuel       
(Paperback - English - 9780367658465)
Developed from the author's course at the Ecole Polytechnique, strong Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear strong focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear and nonlinear problems in biology, finance, geophysics, mechanics, chemistry, and other application areas. The text also thoroughly develops the problem of numerical integration and computation of expectation by the Monte-Carlo method. br br br br The book begins with a history of Monte-Carlo methods and an overview of three typical Monte-Carlo problems: numeri ..
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Rp. 1.347.000
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Probability and Statistical Inference
by Mukhopadhyay, Nitis       
(Paperback - English - 9780367659493)
Priced very competitively compared with other textbooks at this level! br This gracefully organized textbook reveals the rigorous theory of probability and statistical inference in the style of a tutorial, using worked examples, exercises, numerous figures and tables, and computer simulations to develop and illustrate concepts. Beginning with an introduction to the basic ideas and techniques in probability theory and progressing to more rigorous topics, Probability and Statistical Inference li studies the Helmert transformation for normal distributions and the waiting time between failures for exponential distributions br li li develops notions of converg ..
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Rp. 1.693.000
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Rp. 1.439.000
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Bayesian Missing Data Problems: EM, Data Augmentation and Noniterative Computation
by Tan, Ming T.    Tian, Guo-Liang    Ng, Kai Wang
(Hardcover - English - 9781420077490)
strong Bayesian Missing Data Problems: EM, Data Augmentation and Noniterative Computation strong presents solutions to missing data problems through explicit or noniterative sampling calculation of Bayesian posteriors. The methods are based on the inverse Bayes formulae discovered by one of the author in 1995. Applying the Bayesian approach to important real-world problems, the authors focus on exact numerical solutions, a conditional sampling approach via data augmentation, and a noniterative sampling approach via EM-type algorithms. After introducing the missing data problems, Bayesian approach, and posterior computation, the book succinctly describes EM- ..
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Stein's Method and Applications
by Chen, Louis Hsiao Yun    Barbour, Andrew   
(Hardcover - English - 9789812562814)
Stein's startling technique for deriving probability approximations first appeared about 30 years ago. Since then, much has been done to refine and develop the method, but it is still a highly active field of research, with many outstanding problems, both theoretical and in applications. This volume, the proceedings of a workshop held in honour of Charles Stein in Singapore, August 2003, contains contributions from many of the mathematicians at the forefront of this effort. It provides a cross-section of the work currently being undertaken, with many pointers to future directions. The papers in the collection include applications to the study of random binary se ..
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Semimartingale Theory and Stochastic Calculus
by Yan, Jia-An    He, Sheng-Wu    Wang, Jia-Gang
(Hardcover - English - 9780849377150)
Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. The book emphasizes stochastic integration for semimartingales, characteristics of semimartingales, predictable representation properties and weak convergence of semimartingales. It also includes a concise treatment of absolute continuity and singularity, contiguity, and entire separation of measures by semimartingale approach. Two basic types of processes frequently encountered in applied probability and statistics are highlighted: processes with independent increments ..
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Rp. 6.366.000
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Rp. 5.413.000
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Statistical Simulation: Power Method Polynomials and Other Transformations
by Headrick, Todd C.       
(Hardcover - English - 9781420064902)
Although power method polynomials based on the standard normal distributions have been used in many different contexts for the past 30 years, it was not until recently that the probability density function (pdf) and cumulative distribution function (cdf) were derived and made available. Focusing on both univariate and multivariate nonnormal data generation, strong Statistical Simulation: Power Method Polynomials and Other Transformations strong presents techniques for conducting a Monte Carlo simulation study. It shows how to use power method polynomials for simulating univariate and multivariate nonnormal distributions with specified cumulants and correlatio ..
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Rp. 6.773.000
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Rp. 5.759.000
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Bayesian Model Selection and Statistical Modeling
by Ando, Tomohiro       
(Hardcover - English - 9781439836149)
Along with many practical applications, strong Bayesian Model Selection and Statistical Modeling strong presents an array of Bayesian inference and model selection procedures. It thoroughly explains the concepts, illustrates the derivations of various Bayesian model selection criteria through examples, and provides R code for implementation. The author shows how to implement a variety of Bayesian inference using R and sampling methods, such as Markov chain Monte Carlo. He covers the different types of simulation-based Bayesian model selection criteria, including the numerical calculation of Bayes factors, the Bayesian predictive information criterion, and t ..
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Rp. 3.612.000
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Rp. 3.071.000
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A Contingency Table Approach to Nonparametric Testing
by Rayner, J. C. W.    Best, D. J.   
(Hardcover - English - 9781584881612)
Most texts on nonparametric techniques concentrate on location and linear-linear (correlation) tests, with less emphasis on dispersion effects and linear-quadratic tests. Tests for higher moment effects are virtually ignored. Using a fresh approach, A Contingency Table Approach to Nonparametric Testing unifies and extends the popular, standard tests by linking them to tests based on models for data that can be presented in contingency tables. This approach unifies popular nonparametric statistical inference and makes the traditional, most commonly performed nonparametric analyses much more complete and informative. It also makes tied data easily handled, and al ..
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Rp. 6.267.000
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Rp. 5.329.000
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Reliability and Risk: A Bayesian Perspective
by Singpurwalla, Nozer D.       
(Hardcover - English - 9780470855027)
We all like to know how reliable and how risky certain situations are, and our increasing reliance on technology has led to the need for more precise assessments than ever before. Such precision has resulted in efforts both to sharpen the notions of risk and reliability, and to quantify them. Quantification is required for normative decision-making, especially decisions pertaining to our safety and wellbeing. Increasingly in recent years Bayesian methods have become key to such quantifications. Reliability and Risk provides a comprehensive overview of the mathematical and statistical aspects of risk and reliability analysis, from a Bayesian perspective. This bo ..
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Rp. 4.191.000
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Rp. 3.563.000
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Applied Stochastic Processes
by Liao, Ming       
(Hardcover - English - 9781466589339)
Many Smart Grid books include privacy in their title, but only touch on privacy, with most of the discussion focusing on cybersecurity. Filling this knowledge gap, Data Privacy for the Smart Grid provides a clear description of the Smart Grid ecosystem, presents practical guidance about its privacy risks, and details the actions required to protect data generated by Smart Grid technologies. It addresses privacy in electric, natural gas, and water grids and supplies two different perspectives of the topic--one from a Smart Grid expert and another from a privacy and information security expert.The authors have extensive experience with utilities and leading the U ..
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Statistical Methods with Applications to Demography and Life Insurance
by Khmaladze, Estate V.       
(Hardcover - English - 9781466505735)
Suitable for statisticians, mathematicians, actuaries, and students interested in the problems of insurance and analysis of lifetimes, strong Statistical Methods with Applications to Demography and Life Insurance strong presents contemporary statistical techniques for analyzing life distributions and life insurance problems. It not only contains traditional material but also incorporates new problems and techniques not discussed in existing actuarial literature. The book mainly focuses on the analysis of an individual life and describes statistical methods based on empirical and related processes. Coverage ranges from analyzing the tails of distributions of ..
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Understanding Advanced Statistical Methods
by Westfall, Peter    Henning, Kevin S. S.   
(Hardcover - English - 9781466512108)
Providing a much-needed bridge between elementary statistics courses and advanced research methods courses, strong Understanding Advanced Statistical Methods strong helps students grasp the fundamental assumptions and machinery behind sophisticated statistical topics, such as logistic regression, maximum likelihood, bootstrapping, nonparametrics, and Bayesian methods. The book teaches students how to properly model, think critically, and design their own studies to avoid common errors. It leads them to think differently not only about math and statistics but also about general research and the scientific method. With a focus on statistical models as producers ..
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Theory of Probability
by Gnedenko, Boris V.       
(Hardcover - English - 9789056995850)
This book is the sixth edition of a classic text that was first published in 1950 in the former Soviet Union. The clear presentation of the subject and extensive applications supported with real data helped establish the book as a standard for the field. To date, it has been published into more that ten languages and has gone through five editions. br The sixth edition is a major revision over the fifth. It contains new material and results on the Local Limit Theorem, the Integral Law of Large Numbers, and Characteristic Functions. The new edition retains the feature of developing the subject from intuitive concepts and demonstrating techniques and theory throu ..
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Rp. 3.585.000
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Distribution Theory of Runs and Patterns and Its Applications: A Finite Markov Chain Imbedding Approach
by Fu, James C.    Lou, Wendy Wen Yi   
(Hardcover - English - 9789810245870)
This book provides a rigorous, comprehensive introduction to the finite Markov chain imbedding technique for studying the distributions of runs and patterns from a unified and intuitive viewpoint, away from the lines of traditional combinatorics. The central theme of this approach is to properly imbed the random variables of interest into the framework of a finite Markov chain, and the resulting representations of the underlying distributions are compact and very amenable to further study of associated properties. The concept of finite Markov chain imbedding is systematically developed, and its utility is illustrated through practical applications to a variety o ..
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Statistical Methods of Analysis
by Chiang, Chin Long       
(Hardcover - English - 9789812383099)
This textbook systematically presents fundamental methods of statistical analysis: from probability and statistical distributions, through basic concepts of statistical inference, to a collection of methods of analysis useful for scientific research. It is rich in tables, diagrams, and examples, in addition to theoretical justification of the methods of analysis introduced. Each chapter has a section entitled "Exercises and Problems" to accompany the text. There are altogether about 300 exercises and problems, answers to the selected problems are given. A section entitled "Proof of the Results in This Chapter" in each chapter provides interested readers with mat ..
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Markov Chain Monte Carlo: Innovations and Applications
by Kendall, Wilfrid S.    Liang, Faming    Wang, Jian-Sheng
(Hardcover - English - 9789812564276)
Markov Chain Monte Carlo (MCMC) originated in statistical physics, but has spilled over into various application areas, leading to a corresponding variety of techniques and methods. That variety stimulates new ideas and developments from many different places, and there is much to be gained from cross-fertilization. This book presents five expository essays by leaders in the field, drawing from perspectives in physics, statistics and genetics, and showing how different aspects of MCMC come to the fore in different contexts. The essays derive from tutorial lectures at an interdisciplinary program at the Institute for Mathematical Sciences, Singapore, which exploi ..
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Statistical Paradigms: Recent Advances and Reconciliations
by SenGupta, Ashis    Samanta, Tapas    Basu, Ayanendranath
(Hardcover - English - 9789814343954)
This volume consists of a collection of research articles on classical and emerging Statistical Paradigms -- parametric, non-parametric and semi-parametric, frequentist and Bayesian -- encompassing both theoretical advances and emerging applications in a variety of scientific disciplines. For advances in theory, the topics include: Bayesian Inference, Directional Data Analysis, Distribution Theory, Econometrics and Multiple Testing Procedures. The areas in emerging applications include: Bioinformatics, Factorial Experiments and Linear Models, Hotspot Geoinformatics and Reliability. ..
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