Description

Book Synopsis
Two features of Processing Random Data differentiate it from other similar books: the focus on computing the reproducibility error for statistical measurements, and its comprehensive coverage of Maximum Likelihood parameter estimation techniques. The book is useful for dealing with situations where there is a model relating to the input and output of a process, but with a random component, which could be noise in the system or the process itself could be random, like turbulence. Parameter estimation techniques are shown for many different types of statistical models, including joint Gaussian. The Cramer-Rao bounds are described as useful estimates of reproducibility errors.Finally, using an example with a random sampling of turbulent flows that can occur when using laser anemometry the book also explains the use of conditional probabilities.

Table of Contents
Basic Statistical Concepts; Measurement of Random Variables; Time Series; Parameter Estimation; Random Sampling.

Processing Random Data: Statistics For Engineers

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    A Hardback by Robert V Edwards

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      Publisher: World Scientific Publishing Co Pte Ltd
      Publication Date: Publication Date: 05/07/2006
      ISBN13: 9789812568342, 978-9812568342
      ISBN10: 9812568344

      Description

      Book Synopsis
      Two features of Processing Random Data differentiate it from other similar books: the focus on computing the reproducibility error for statistical measurements, and its comprehensive coverage of Maximum Likelihood parameter estimation techniques. The book is useful for dealing with situations where there is a model relating to the input and output of a process, but with a random component, which could be noise in the system or the process itself could be random, like turbulence. Parameter estimation techniques are shown for many different types of statistical models, including joint Gaussian. The Cramer-Rao bounds are described as useful estimates of reproducibility errors.Finally, using an example with a random sampling of turbulent flows that can occur when using laser anemometry the book also explains the use of conditional probabilities.

      Table of Contents
      Basic Statistical Concepts; Measurement of Random Variables; Time Series; Parameter Estimation; Random Sampling.

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