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Probability, Statistics, and Stochastic Processes

Probability, Statistics, and StochasticProcessesProbability, Statistics, andStochasticProcessesPeter OlofssonMikael AnderssonA Wiley-Interscience PublicationJOHN WILEY & SONS, York / Chichester / Weinheim / Brisbane / Singapore / TorontoPrefaceThe BookIn November 2003, I was completing a review of an undergraduate textbook in prob-ability and statistics. In the enclosed evaluation sheet was the question Have youever considered writing a textbook? and I suddenly realized that the answer was Yes, and had been for quite some time. For several years I had been teaching acourse on calculus-based probability and statistics mainly for mathematics, science,and engineering students. Other than the basic probabilitytheory, my goal was to in-clude topics from two areas: statistical inference and Stochastic Processes .

Throughout the text I have tried to convey an intuitive understanding of concepts and results, which is why a definition or a proposition is ofte n preceded by a short ... newal processes and Brownian motion, respectively. These areas are of great impor- ... 6.4.3 Evaluation of Estimators with Simulation 332 6.4.4 Bootstrap Simulation 334 6.5 ...

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