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Statistical Inference for Engineers and Data Scientists

Statistical Inference for Engineers and Data Scientists

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Venugopal Veeravalli Pierre Moulin
Cambridge University Press, 11/22/2018
EAN 9781107185920, ISBN10: 1107185920

Hardcover, 450 pages, 25.8 x 17.7 x 2.3 cm
Language: English

This book is a mathematically accessible and up-to-date introduction to the tools needed to address modern inference problems in engineering and data science, ideal for graduate students taking courses on statistical inference and detection and estimation, and an invaluable reference for researchers and professionals. With a wealth of illustrations and examples to explain the key features of the theory and to connect with real-world applications, additional material to explore more advanced concepts, and numerous end-of-chapter problems to test the reader's knowledge, this textbook is the 'go-to' guide for learning about the core principles of statistical inference and its application in engineering and data science. The password-protected solutions manual and the image gallery from the book are available online.

1. Introduction
Part I. Hypothesis Testing
2. Binary hypothesis testing
3. Multiple hypothesis testing
4. Composite hypothesis testing
5. Signal detection
6. Convex statistical distances
7. Performance bounds for hypothesis testing
8. Large deviations and error exponents for hypothesis testing
9. Sequential and quickest change detection
10. Detection of random processes
Part II. Estimation
11. Bayesian parameter estimation
12. Minimum variance unbiased estimation
13. Information inequality and Cramer–Rao lower bound
14. Maximum likelihood estimation
15. Signal estimation.