概率論
随机性 豆瓣
Randomness
作者: [美] 黛博拉·J. 本内特 译者: 严子谦 / 严磊 2001 - 1
从古代关于鸟的内脏的第一个解释到你的邻居最近一次的礼仪抽彩,人类一直把自己置于或然性的支配之下。今天,在药物检验时一个假阴性或然性中,在DNA发现作为法律证据的可靠性中,或者在传递致命的先天疾病的可能性中,当概率开始起作用时,生命本身可能存亡攸关,但是,一如既往,几乎没人了解这样的可能性。《随机性》这本书的目标,就是针对在试图学习概论时会遇到的麻烦。这本书是一部在向概率思维前进中人类文明克报误解和困难的故事,它也是对于什么使得概率在我们的时代发此可怕的一个巧妙的说明。
首先,要获得一个或然性直觉就不容易,而从直觉的观念到正式的概率概念又会出现进一步的问题。作者黛博拉·本内特既跟踪每个个体试图掌握不确定性和公平性概念时这一过程所采取的路线,又指出各个社会借以发展或然性观念的平行路线。为什么从古到今人们在作决定时要求助于或然性?按随机选择作出的决定“公平”吗?在我们对或然性的理解中赌博起着什么作用?为什么某些个体和团体完全拒绝接受随机性?如果了解随机性对概率思维如此重要,为什么专家们对于它到底是什么的看法不一致?以及为什么我们关于或然性的直觉几乎总是绝对错误?
为概率难题而困惑的每个人,定会对于在相当简单的水平上出现的悖论和反直觉结果留有印象。为什么会是这样,长期以来它是怎样形的,构成《随机性》引人入胜而又发人深思的内容,这对糊涂人和杰出的数学家都是一样。
A First Course in Probability 豆瓣
作者: Sheldon Ross Pearson Prentice Hall 2009 - 1
A First Course in Probability, Eighth Edition , features clear and intuitive explanations of the mathematics of probability theory, outstanding problem sets, and a variety of diverse examples and applications. This book is ideal for an upper-level undergraduate or graduate level introduction to probability for math, science, engineering and business students. It assumes a background in elementary calculus.
概率论沉思录 豆瓣
作者: 杰恩斯 人民邮电出版社 2009 - 4
《概率论沉思录(英文版)》将概率和统计推断融合在一起,用新的观点生动地描述了概率论在物理学、数学、经济学、化学和生物学等领域中的广泛应用,尤其是它阐述了贝叶斯理论的丰富应用,弥补了其他概率和统计教材的不足。全书分为两大部分。第一部分包括10章内容,讲解抽样理论、假设检验、参数估计等概率论的原理及其初等应用;第二部分包括12章内容,讲解概率论的高级应用,如在物理测量、通信理论中的应用。《概率论沉思录(英文版)》还附有大量习题,内容全面,体例完整。
《概率论沉思录(英文版)》内容不局限于某一特定领域,适合涉及数据分析的各领域工作者阅读,也可作为高年级本科生和研究生相关课程的教材。
The Monty Hall Problem 豆瓣
作者: Jason Rosenhouse Oxford University Press 2009 - 6
Mathematicians call it the Monty Hall Problem, and it is one of the most interesting mathematical brain teasers of recent times. Imagine that you face three doors, behind one of which is a prize. You choose one but do not open it. The host--call him Monty Hall--opens a different door, always choosing one he knows to be empty. Left with two doors, will you do better by sticking with your first choice, or by switching to the other remaining door? In this light-hearted yet ultimately serious book, Jason Rosenhouse explores the history of this fascinating puzzle. Using a minimum of mathematics (and none at all for much of the book), he shows how the problem has fascinated philosophers, psychologists, and many others, and examines the many variations that have appeared over the years. As Rosenhouse demonstrates, the Monty Hall Problem illuminates fundamental mathematical issues and has abiding philosophical implications. Perhaps most important, he writes, the problem opens a window on our cognitive difficulties in reasoning about uncertainty.
Probability, Econometrics and Truth 豆瓣
作者: Keuzenkamp, Hugo A. 2000 - 11
When John Maynard Keynes likened Jan Tinbergen's early work in econometrics to black magic and alchemy, he was expressing a widely held view of a new discipline. However, even after half a century of practical work and theorizing by some of the most accomplished social scientists, Keynes' comments are still repeated today. This book assesses the foundations and development of econometrics and sets out a basis for the reconstruction of the foundations of econometric inference by examining the various interpretations of probability theory which underlie econometrics. Keuzenkamp claims that the probabilistic foundations of econometrics are weak, and although econometric inferences may yield interesting knowledge, claims to be able to falsify or verify economic theories are unwarranted. Methodological falsificationism in econometrics is an illusion. Instead, it is argued, econometrics should locate itself in the tradition of positivism.
Statistical Decision Theory and Bayesian Analysis 豆瓣
作者: James O. Berger Springer 1993 - 3
In this new edition the author has added substantial material on Bayesian analysis, including lengthy new sections on such important topics as empirical and hierarchical Bayes analysis, Bayesian calculation, Bayesian communication, and group decision making. With these changes, the book can be used as a self-contained introduction to Bayesian analysis. In addition, much of the decision-theoretic portion of the text was updated, including new sections covering such modern topics as minimax multivariate (Stein) estimation.
The Bayesian Choice 豆瓣
作者: Christian P. Robert Springer Verlag, New York 2007 - 6
This is an introduction to Bayesian statistics and decision theory, including advanced topics such as Monte Carlo methods. This new edition contains several revised chapters and a new chapter on model choice.
Measure Theory 豆瓣
作者: Paul R. Halmos Springer 1974 - 1
Useful as a text for students and a reference for the more advanced mathematician, this book presents a unified treatment of that part of measure theory most useful for its application in modern analysis. Coverage includes sets and classes, measures and outer measures, Haar measure and measure and topology in groups. From the reviews: "Will serve the interested student to find his way to active and creative work in the field of Hilbert space theory." --MATHEMATICAL REVIEWS
Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics) 豆瓣
作者: J. R. Norris Cambridge University Press 1998 - 7
Markov chains are central to the understanding of random processes. This is not only because they pervade the applications of random processes, but also because one can calculate explicitly many quantities of interest. This textbook, aimed at advanced undergraduate or MSc students with some background in basic probability theory, focuses on Markov chains and quickly develops a coherent and rigorous theory whilst showing also how actually to apply it. Both discrete-time and continuous-time chains are studied. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and exercises and examples drawn both from theory and practice. It will therefore be an ideal text either for elementary courses on random processes or those that are more oriented towards applications.
All of Statistics 豆瓣
作者: Larry Wasserman Springer 2004 - 10
WINNER OF THE 2005 DEGROOT PRIZE! This book is for people who want to learn probability and statistics quickly. It brings together many of the main ideas in modern statistics in one place. The book is suitable for students and researchers in statistics, computer science, data mining and machine learning. This book covers a much wider range of topics than a typical introductory text on mathematical statistics. It includes modern topics like nonparametric curve estimation, bootstrapping and classification, topics that are usually relegated to follow-up courses. The reader is assumed to know calculus and a little linear algebra. No previous knowledge of probability and statistics is required. The text can be used at the advanced undergraduate and graduate level.
Probability Models for Economic Decisions 豆瓣
作者: Roger B. Myerson Duxbury Press 2004 - 10
Learn to use probability in complex realistic situations with PROBABILITY MODELS FOR ECONOMIC DECISIONS. This introduction to the use of probability models for analyzing risks and economic decisions uses Microsoft Excel spreadsheets for the analytic work. As a result of the emphasis on spreadsheet modeling, you'll also develop sophisticated spreadsheet skills.
Algebra of Probable Inference 豆瓣
作者: Cox, Richard T. Johns Hopkins Univ Pr 2001 - 11
In Algebra of Probable Inference, Richard T. Cox develops and demonstrates that probability theory is the only theory of inductive inference that abides by logical consistency. Cox does so through a functional derivation of probability theory as the unique extension of Boolean Algebra thereby establishing, for the first time, the legitimacy of probability theory as formalized by Laplace in the 18th century. Perhaps the most significant consequence of Cox's work is that probability represents a subjective degree of plausible belief relative to a particular system but is a theory that applies universally and objectively across any system making inferences based on an incomplete state of knowledge. Cox goes well beyond this amazing conceptual advancement, however, and begins to formulate a theory of logical questions through his consideration of systems of assertions -- a theory that he more fully developed some years later. Although Cox's contributions to probability are acknowledged and have recently gained worldwide recognition, the significance of his work regarding logical questions is virtually unknown. The contributions of Richard Cox to logic and inductive reasoning may eventually be seen to be the most significant since Aristotle.
Probability and Computing 豆瓣 Goodreads
作者: Michael Mitzenmacher / Eli Upfal Cambridge University Press 2005 - 1
Assuming only an elementary background in discrete mathematics, this textbook is an excellent introduction to the probabilistic techniques and paradigms used in the development of probabilistic algorithms and analyses. It includes random sampling, expectations, Markov's and Chevyshev's inequalities, Chernoff bounds, balls and bins models, the probabilistic method, Markov chains, MCMC, martingales, entropy, and other topics. The book is designed to accompany a one- or two-semester course for graduate students in computer science and applied mathematics.