Showing 145–158 of 158 results
The field of multiphase flows has grown by leaps and bounds in the last thirty years and is now regarded as a major discipline. Engineering applications, products and processes with particles, bubbles and drops have consistently grown in number and importance.
A Gentle Introduction to Stata, Fourth Edition is for people who need to learn Stata but who may not have a strong background in statistics or prior experience with statistical software packages. After working through this book, you will be able to enter, build, and manage a dataset, and perform fundamental statistical analyses. This book is organized like the unfolding of a research project. You begin by learning how to enter and manage data and how to do basic descriptive statistics and graphical analysis.
Statistics for Engineers and Scientists stands out for its crystal clear presentation of applied statistics. Suitable for a one or two semester course, the book takes a practical approach to methods of statistical modeling and data analysis that are most often used in scientific work.
Statistics for Engineers and Scientists features a unique approach highlighted by an engaging writing style that explains difficult concepts clearly, along with the use of contemporary real world data sets to help motivate students and show direct connections to industry and research.
"The book is filled with Mathematica programming gems and is particularly valuable for researchers using special functions in their work because of extensive coverage of these topics. … Every chapter has numerous exercises with full solutions. Every computer science, mathematics, physics, engineering library should have this … on its shelves, because this is the best source of the applications of Mathematica to numerous computational tasks." (Matti Vuorinen, Zentralblatt MATH, Vol. 1095 (21), 2006)"This guidebook has three chapters.
Discusses the analysis and construction of Markov processes in terms of the excursions of the path between visits to a subset of the state space. Its purpose is to attract graduate students and research mathematicians to the subject (and to probabilistic potential theory in general) and to acquaint them with the theory, techniques and applications of the excursion viewpoint. The book’s emphasis is on a notable aspect of excursion theory – its use in making specific computations and in providing concrete illustrations of many of the concepts, even some deeply theoretical ones, from probabilistic potential theory.
Because elementary mathematics is vital to be able to properly design biological experiments and interpret their results. As a student of the life sciences you will only make your life harder by ignoring mathematics entirely. Equally, you do not want to spend your time struggling with complex mathematics that you will never use. This book is the perfect answer to your problems. Inside, it explains the necessary mathematics in easy-to-follow steps, introducing the basics and showing you how to apply these to biological situations.
The Petersen graph occupies an important position in the development of several areas of modern graph theory, because it often appears as a counter-example to important conjectures. In this account, the authors examine those areas, using the prominent role of the Petersen graph as a unifying feature. Topics covered include: vertex and edge colorability (including snarks), factors, flows, projective geometry, cages, hypohamiltonian graphs, and "symmetry" properties such as distance transitivity.
This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory.
With its conversational tone and practical focus, this text mixes applied and theoretical aspects for a solid introduction to cryptography and security, including the latest significant advancements in the field. Assumes a minimal background. The level of math sophistication is equivalent to a course in linear algebra. Presents applications and protocols where cryptographic primitives are used in practice, such as SET and SSL. Provides a detailed explanation of AES, which has replaced Feistel-based ciphers (DES) as the standard block cipher algorithm.
With the ubiquitous use of digital imaging, a new profession has emerged: imaging engineering. Designed for newcomers to imaging science and engineering, Theoretical Foundations of Digital Imaging Using MATLAB® treats the theory of digital imaging as a specific branch of science. It covers the subject in its entirety, from image formation to image perfecting.
Based on the author’s 50 years of working and teaching in the field, the text first addresses the problem of converting images into digital signals that can be stored, transmitted, and processed on digital computers.
An accessible introduction to the essential quantitative methods for making valuable business decisionsQuantitative methods-research techniques used to analyze quantitative data-enable professionals to organize and understand numbers and, in turn, to make good decisions. Quantitative Methods: An Introduction for Business Management presents the application of quantitative mathematical modeling to decision making in a business management context and emphasizes not only the role of data in drawing conclusions, but also the pitfalls of undiscerning reliance of software packages that implement standard statistical procedures.
This inexpensive paperback provides a brief, simple overview of statistics to help readers gain a better understanding of how statistics work and how to interpret them correctly. Each chapter describes a different statistical technique, ranging from basic concepts like central tendency and describing distributions to more advanced concepts such as t tests, regression, repeated measures ANOVA, and factor analysis. Each chapter begins with a short description of the statistic and when it should be used.
The analysis, prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds. The book arises out of the second Seminaire European de Statistique (SEMSTAT) held in Oxford in December 1994. This brought together young statisticians from across Europe, and a series of introductory lectures were given on topics at the forefront of current research activity.
The theory of empirical processes constitutes the mathematical toolbox of asymptotic statistics. Its growth was accelerated by the 1950s work on the Functional Central Limit Theorem and the Invariance Principle. The theory has developed in parallel with statistical methodologies, and has been successfully applied to a large diversity of problems related to the asymptotic behaviour of statistical procedures. The three sets of lecture notes in the book offer a wide panorama of contemporary empirical processes theory.
Showing 145–158 of 158 results