本书可以作为概率统计的入门教材。主要对象是已经学过一年大学微积分课程的本科学生以及不具备坚实的数学基础,但又想了解概率统计基本思想及应用的读者。
作为一个学科的入门教材,本书共分八章,其内容包括:概率公理、随机变量及其分布、多元随机变量、期望与方差、大数定律与中心极限定理、随机抽样、估计、假设检验。本书涵盖了概率统计的基本内容。
本书是以概率论的推理和概念开篇的——这是统计学的基础,但重点是强调统计方法及其应用的直观理解。本书的主要内容为一学期概率统计入门教材的基本内容。其中,一些重要的概念、定理及公式都被重点框出。
本书注重实际,许多例子和数据都取自于真实的试验和调查报告。我们希望这本书能够阐述统计推断的思想和方法,而不只是仅仅给出公式和例子。每个概念或方法的引入都明确目的,并通过实例来加以解释。
本书是作者在英国留学期间完成的自编教材基础上,结合国内双语课教学的实际而编写成的,是一本概率统计的入门教材。全书共分八章,内容包括概率公理、随机变量及其分布、多元随机变量、期望与方差、大数定律与中心极限定理、随机抽样、估计问题和假设检验。各章取材注重实际,力求叙述清晰易懂,书中配有适量的例题和习题,书末附有习题答案,便于教学和学生自学。本书可以作为高等院校工科各专业、理科非数学专业以及管理与经济类等专业本科生的概率统计双语课程教材,也可以供相关科技人员参考。
1 The Axioms of Probability
1. 1 Experiments
1. 2 Sample Spaces and Events
1. 3 Frequency and Probability
1. 4 Equally Likely Outcomes
1. 5 Conditional Probability
1. 6 Independence
Exercise 1
2 Random Variables and Their Distributions
2.1 Random Variables
2.2 Discrete Random Variables
2.3 Cumulative Distribution Functions
2.4 Continuous Random Variables
2.5 Functions of Random Variables
Exercise 2
3 Multivariate Random Variables
3.1 Two--Dimensional Random Variables
3.2 Marginal Distributions
3.3 Conditional Distributions
3.4 Independence
3.5 Distribution of Special Functions
Exercise 3
4 The Mean and Variance
4.1 Expectations of random variables
4.2 Variances of random variables
4.3 Covariance & Correlation
4.4 Miment and Covariance Matrix
Exercise
5 The Law of Large Numbers and the Central Limit Theorem
5.1 Chebyshev's Inequality
5.2 Law of Large numbers
5.3 The Central Limit Theorem
Exercise 5
6 Random Sampling
6.1 Random Sampling
6.1.1 Populations and Samples
6.1.2 Random Sample
6.2 Some Important Statistics
6.2.1 The Sample Mean and the Sample Variance
6.2.2 The Sample Moments
6.3 Sampling Distributions
6.3.1 The Chi-Square distribution
6.3.2 t-Distribution
6.3.3 F-Distribution
6.3.4 Quantile of Order tt
6.3.5 Sampling Distributions of the Sample Mean and the Sample Variance
Exercise 6
7 Estimation Problems
7.1 Introduction
7.2 Point Estimation
7.2.1 The Method of Moments
7.2.2 The Method of Maximum Likelihood
7.3 The Particular Properties of Estimators
7.3.1 Unbiased Estimators
7.3.2 Efficiency
7.3.3 Consistency
7.4 Interval Estimation
7.4.1 The Estimation of Mean
7.4.2 The Estimation of Variance
Exercise 7
8 Hypothesis Testing
8.1 Introduction
8.2 Tests Concerning Means
8.2.1 One Normal Population
8.2.2 To Normal Populations
8.3 Tests Concerning Variances
8.3.1 One Normal Population
8.3.2 Two Normal Populations
8.4 The Relationship Between Hypothesis Testing and Confidence Intervals
8.5 One Sample: Thex2 Goodness of Fit Test
Exercise 8
Appendix A Some Important Distributions
Appendix B Statistical Tables
Appendix C Answer To Exercise
Appendix D 中英文对照表
Bibliography