Name: Measure-Theoretic Probability: With Applications to Statistics, Finance, and Engineering (en Inglés)
SKU: 57043706
Price: 903.66 MXN
Availability: InStock
Author: Shum, Kenneth
ISBN: 9783031498329

portada Measure-Theoretic Probability: With Applications to Statistics, Finance, and Engineering (en Inglés)

Measure-Theoretic Probability: With Applications to Statistics, Finance, and Engineering (en Inglés)

Formato

Libro Físico

Autor

Kenneth Shum

Editorial

Birkhauser

Idioma

Inglés

N° páginas

259

Encuadernación

Tapa Blanda

ISBN13

9783031498329

N° edición

2023rd

Categorías

Cálculo y análisis matemático
Probabilidad y estadística

Measure-Theoretic Probability: With Applications to Statistics, Finance, and Engineering (en Inglés)

Kenneth Shum (Autor) · Birkhauser · Tapa Blanda

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Reseña del libro "Measure-Theoretic Probability: With Applications to Statistics, Finance, and Engineering (en Inglés)"

This textbook offers an approachable introduction to measure-theoretic probability, illustrating core concepts with examples from statistics and engineering. The author presents complex concepts in a succinct manner, making otherwise intimidating material approachable to undergraduates who are not necessarily studying mathematics as their major. Throughout, readers will learn how probability serves as the language in a variety of exciting fields. Specific applications covered include the coupon collector's problem, Monte Carlo integration in finance, data compression in information theory, and more. Measure-Theoretic Probability is ideal for a one-semester course and will best suit undergraduates studying statistics, data science, financial engineering, and economics who want to understand and apply more advanced ideas from probability to their disciplines. As a concise and rigorous introduction to measure-theoretic probability, it is also suitable for self-study.Prerequisites include a basic knowledge of probability and elementary concepts from real analysis.