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Probability and Statistics for Computer Scientists

By Michael Baron

Published December 13th 2006 by Chapman and Hall/CRC – 426 pages

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Description

In modern computer science, software engineering, and other fields, the need arises to make decisions under uncertainty. Presenting probability and statistical methods, simulation techniques, and modeling tools, Probability and Statistics for Computer Scientists helps students solve problems and make optimal decisions in uncertain conditions, select stochastic models, compute probabilities and forecasts, and evaluate performance of computer systems and networks.

After introducing probability and distributions, this easy-to-follow textbook provides two course options. The first approach is a probability-oriented course that begins with stochastic processes, Markov chains, and queuing theory, followed by computer simulations and Monte Carlo methods. The second approach is a more standard, statistics-emphasized course that focuses on statistical inference, estimation, hypothesis testing, and regression. Assuming one or two semesters of college calculus, the book is illustrated throughout with numerous examples, exercises, figures, and tables that stress direct applications in computer science and software engineering. It also provides MATLAB® codes and demonstrations written in simple commands that can be directly translated into other computer languages.

By the end of this course, advanced undergraduate and beginning graduate students should be able to read a word problem or a corporate report, realize the uncertainty involved in the described situation, select a suitable probability model, estimate and test its parameters based on real data, compute probabilities of interesting events and other vital characteristics, and make appropriate conclusions and forecasts.

Reviews

"… students of all majors will benefit from the author’s fine presentation of applied probability models and computer simulation. I am seriously considering adopting it for a [probability-oriented course] … the chapters on simulation and applied probability models are truly outstanding …"

—Matthew A. Carlton, Cal Poly State University, The American Statistician, August 2008

“…well-organized text seems designed as a gentle introduction to the mathematics of probability and statistics. …helpful diagrams…surprisingly detailed.”

—John Maindonald, International Statistical Review, Vol. 75, No. 2, 2007

"… an ideal textbook for computer science students. … This book is primarily intended for junior undergraduate to beginning graduate level students majoring in computer-related fields. It can also be used by electrical engineering, mathematics, statistics, actuarial science, and other majors for a standard introductory statistics course. Graduate students can use this book to prepare for probability-based courses such as queuing theory, artificial neural networks, and computer performance. Overall, this well-written text can be used as a standard reference on probability and statistical methods, simulation and modeling tools."

Journal of the Royal Statistical Society

"The book represents a good reference to all who are interested in statistics, modeling stochastic processes, and computer simulation. … The book’s material is invaluable and presented with clarity …"

Journal of Applied Statistics, 2007

Contents

PREFACE

INTRODUCTION AND OVERVIEW

Making decisions under uncertainty

Overview of this book

PROBABILITY

Sample space, events, and probability

Rules of probability

Equally likely outcomes. Combinatorics

Conditional probability. Independence

DISCRETE RANDOM VARIABLES AND THEIR DISTRIBUTIONS

Distribution of a random variable

Distribution of a random vector

Expectation and variance

Families of discrete distributions

CONTINUOUS DISTRIBUTIONS

Probability density

Families of continuous distributions

Central limit theorem

COMPUTER SIMULATIONS AND MONTE CARLO METHODS

Introduction

Simulation of random variables

Solving problems by Monte Carlo methods

STOCHASTIC PROCESSES

Definitions and classifications

Markov processes and Markov chains

Counting processes

Simulation of stochastic processes

QUEUING SYSTEMS

Main components of a queuing system

The Little’s Law

Bernoulli single-server queuing process

M/M/1 system

Multiserver queuing systems

Simulation of queuing systems

INTRODUCTION TO STATISTICS

Population and sample, parameters and statistics

Simple descriptive statistics

Graphical statistics

STATISTICAL INFERENCE

Parameter estimation

Confidence intervals

Unknown standard deviation

Hypothesis testing

Bayesian estimation and hypothesis testing

REGRESSION

Least squares estimation

Analysis of variance, prediction, and further inference

Multivariate regression

Model building

APPENDIX

Inventory of distributions

Distribution tables

Calculus review

Matrices and linear systems

Answers to selected exercises

Index

Name: Probability and Statistics for Computer Scientists (Hardback)Chapman and Hall/CRC 
Description: By Michael Baron. In modern computer science, software engineering, and other fields, the need arises to make decisions under uncertainty. Presenting probability and statistical methods, simulation techniques, and modeling tools, Probability and Statistics for Computer...
Categories: Computation, Statistics & Computing, Mathematics & Statistics for Engineers