Statistical inference for engineers and data scientists /
Moulin, Pierre, 1963-
Statistical inference for engineers and data scientists / Pierre Moulin (University of Illinois, Urbana-Champaign), Venugopal V. Veeravalli (University of Illinois, Urbana-Champaign) - Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2019 - xxi, 399 pages ; 26 cm
Includes bibliographical references and index
Introduction -- Binary hypothesis testing -- Multiple hypothesis testing -- Composite hypothesis testing -- Signal detection -- Convex statistical distances -- Performance bounds for hypothesis testing -- Large deviations and error exponents for hypothesis testing -- Sequential and quickest change detection -- Detection of random processes -- Bayesian parameter estimation -- Minimum variance unbiased estimation -- Information Inequality and Cramér-Rao lower bounds -- Maximum likelihood estimation -- Signal estimation
9781107185920
2018037697
MATHEMATICAL STATISTICS
ENGINEERING--STATISTICAL METHODS
QUANTITATIVE RESEARCH
QA 276 / M68S 2019
Statistical inference for engineers and data scientists / Pierre Moulin (University of Illinois, Urbana-Champaign), Venugopal V. Veeravalli (University of Illinois, Urbana-Champaign) - Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2019 - xxi, 399 pages ; 26 cm
Includes bibliographical references and index
Introduction -- Binary hypothesis testing -- Multiple hypothesis testing -- Composite hypothesis testing -- Signal detection -- Convex statistical distances -- Performance bounds for hypothesis testing -- Large deviations and error exponents for hypothesis testing -- Sequential and quickest change detection -- Detection of random processes -- Bayesian parameter estimation -- Minimum variance unbiased estimation -- Information Inequality and Cramér-Rao lower bounds -- Maximum likelihood estimation -- Signal estimation
9781107185920
2018037697
MATHEMATICAL STATISTICS
ENGINEERING--STATISTICAL METHODS
QUANTITATIVE RESEARCH
QA 276 / M68S 2019