Introduction to Probability and Mathematical Statistics

by Lee J. Bain, Max Engelhardt

The Second Edition of INTRODUCTION TO PROBABILITY AND MATHEMATICAL STATISTICS focuses on developing the skills to build probability (stochastic) models. Lee J. Bain and Max Engelhardt focus on the mathematical development of the subject, with examples and exercises oriented toward applications.

Genres: Mathematics

656 pages, Paperback

First published March 17, 2000

Reviews

[Wildan Anam]

nice book

[Veronika Cizkova]

Completely read first 12 chapters, read most important parts of 13 and 14

Great book, shame it's out of print

[Mutia Rahmania]

awesome

[Wolfsangel · Rating 3 out of 5]

This book was used as part of a two-semester senior-level class at a private university aimed at undergraduates without a pure mathematics background, with a vector calculus prerequisite. Bain can be considered one of the least rigorous mathematical statistics books available, typically accompanied by an amount of handwaving paralleled only by used car dealership blow-up men. The problem sets are fairly diverse and tend to be cumulative, but in self-study, you will find the given answers lacking as they are often incorrect, and the examples presented in chapters do not always provide the needed tools. As the author was a frequentist statistician, do not expect to find much in the way of Bayesian discussion.

[Ira Burton · Rating 4 out of 5]

Probably (pun intended) the best pure Probability text out there right now. Provides great insight with sufficient mathematical rigor to validate claims.

[Bekoe Joseph · Rating 3 out of 5]

good