A Certain Uncertainty: Nature's Random Ways by Mark P. Silverman

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By Mark P. Silverman

Dependent round a chain of real-life situations, this enticing advent to statistical reasoning will train you the way to use robust statistical, qualitative and probabilistic instruments in a technical context. From research of electrical energy accounts, baseball information, and inventory marketplace fluctuations, via to profound questions on physics of fermions and bosons, decaying nuclei, and weather swap, each one bankruptcy introduces suitable actual, statistical and mathematical rules step by step in an interesting narrative type, supporting to enhance functional talent within the use of chance and statistical reasoning. With quite a few illustrations making it effortless to target crucial details, this insightful e-book is ideal for college students and researchers of any self-discipline attracted to the interwoven tapestry of likelihood, facts, and physics.

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Extra resources for A Certain Uncertainty: Nature's Random Ways

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This can be expressed by the suite of probability statements PrðX1 À X2 ¼ zÞ ¼ ¼ n X x2 ¼0 n X PrðX1 ¼ x2 þ zjX2 ¼ x2 ÞPrðX2 ¼ x2 Þ ð1:11:6Þ PBin ðx2 þ zÞPBin ðx2 Þ, x2 ¼0 where the second equality is permissible because X1 and X2 are independent. 2).   !  n  X n y nÀy n p q pyþz qnÀyÀz PrðX 1 À X2 ¼ zÞ ¼ y yþz y¼0z X !   ð1:11:7Þ nÀz  p n n À 2 Áy À 2 ÁnÀy ¼ q : p y q y¼0 y þ z Note that the upper limit to the sum over the dummy index y must be n À z since the first coefficient vanishes when its lower index exceeds the upper index.

A second advantage is that generating functions provide an efficient means of determining the statistics of linear superpositions, such as sums and differences, of independent random variables. Such superpositions of random variables occur frequently in physics since they may represent the outcome of a sequence of measurements or the difference of a signal and noise. An occasional drawback to the use of a moment-generating function is that not every distribution has one. In those instances – or generally, as an alternative method – one can work with the characteristic function (cf ), which is equivalent to a Fourier transform of the probability density function (pdf ) for a continuous distribution and probability generating function (pgf ) for a discrete distribution.

12 Poisson moment-generating function 23 The first step is in effect a statement of the sought-for probability by means of Bayes’ theorem. The transition from the first to the second is permitted because the Poisson variates X1 and X2 are assumed independent. In the third step the explicit form of the Poisson probability function is employed. In the fourth step the expression is rearranged so as to take the form of a binomial expansion, which, when summed, yields in the fifth step the Poisson probability function with parameter μY ¼ μ1 þ μ2.

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