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    free statistical eBook

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    تاريخ التسجيل : 06/10/2007

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    مُساهمة من طرف الاحصائي السبت مايو 10, 2008 9:50 am

    Historias De Reyes Y Reinas
    by Fisas Carlos
    free statistical eBook - صفحة 3 3574_1_b
    Repetidas veces he escrito que un anecdotario histórico puede ser muchas cosas, pero lo que nunca podrá ser es original, y ello es lógico puesto que el anecdotista no puede inventar las anécdotas y atribuirlas sin ton ni son a personajes más o menos conocidos, y aun así se encuentran en los libros de historia anécdotas de un rey o de un personaje célebre que en otros libros se atribuyen a personajes diferentes.

    Tal vez sea ello debido a la coincidencia de situaciones que a lo largo de los siglos se han ido produciendo, pero aun así nunca es correcto inventar rasgos de ingenio, frases afortunadas o situaciones curiosas a personajes célebres, por verosímiles que sean.

    He procurado en este libro citar con escrupulosidad aquello que me ha parecido más curioso, entresacado de los libros de historia que figuran en la bibliografía, escritos por historiadores de solvencia y dignos de ser creídos.

    Doy a la palabra “anécdota” el sentido más amplio que se le pueda dar.

    No sólo es anécdota para mí una determinada respuesta o una determinada frase que demuestren el ingenio de quien las pronunció. Considero anécdota también curiosidades históricas tales como la receta de la olla podrida, plato favorito de Carlos I, los menús de la corte de Felipe IV o descripciones de vestidos, comitivas o saraos que ilustren, a mi modo de ver, las costumbres y el talante de tal o cual rey y su corte.

    Al pie de cada anécdota encontrará el lector el nombre del autor en cuya fuente he bebido. Si alguna vez lo he olvidado ruego al perjudicado que me lo indique para subsanar el error en próximas ediciones, si las hay como deseo. Únicamente carecen de nombre de autor aquellas anécdotas procedentes de otros libros míos publicados por esta misma editorial.

    De todos modos considero que mi libro no puede ser otra cosa más que un simple aperitivo que abra las ganas de leer los libros que cito en la bibliografía y otros muchos cuya importancia quiero subrayar, escritos no por un simple anecdotista como yo sino por historiadores serios y eruditos que merecen la compra y lectura de sus obras.

    Una cosa más. He empezado este anecdotario con Juana la Loca porque los Reyes Católicos, pese a lo que se ha dicho con patrioterismo antihistórico, no fueron nunca reyes de España o de las Españas, como sería más correcto decir. Isabel era reina de Castilla; Fernando, de Aragón.

    Hasta el punto que cuando murió la Reina Católica, su esposo no fue nombrado rey de Castilla sino sólo regente. Más aún, a la muerte de Isabel, Fernando casó en segundas nupcias con Germana de Foix para tener hijos a los que ceder el reino de Aragón: Cataluña, Valencia, Mallorca y los reinos italianos. Al no tener descendencia, su corona pasó a su hija Juana, que fue en realidad la primera reina de las Españas y de las Indias, así, en plural, tal como firmaron durante siglos nuestros reyes.


    Carlos Fisas Biografia: Carlos Fisas (Barcelona, 1919) ha desarrollado una brillante carrera de conferenciante por universidades y centros culturales de toda Europa, y se ha especializado en el estudio de las manifestaciones amorosas, religiosas e ideológicas del Occidente europeo a lo largo de la Historia. Entró en el mundo de la radio de la mano de Luis del Olmo, con quien trabajó durante años bajo la rúbrica de Historias de la Historia, que dio título a una serie de libros de gran éxito. Ha publicado, entre otras obras: Historias de las reinas de España/*La Casa de Austria y **La Casa de Borbón, Frases que han hecho Historia, Palabras que tienen historia, Curiosidades y anécdotas de la Historia Universal (dos series), Historia de las historias de amor, Anecdotario español/1900-1931 y Las mujeres de Casanova/I, II y III .


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    مُساهمة من طرف الاحصائي السبت مايو 10, 2008 9:52 am

    Topics in the Theory of Random Noise Vol 2
    By R L Stratonovich


    Publisher: Gordon and Breach,
    Number Of Pages:
    Publication Date: 1967
    ISBN-10 / ASIN: B000R09B1W
    ISBN-13 / EAN:
    Binding: Hardcover

    1.76 MB

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    تاريخ التسجيل : 21/10/2007

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    مُساهمة من طرف المقداد السبت مايو 10, 2008 1:24 pm


    مــــــــاشـــــــاء الله مميــــــز انــــت وكتبك يـــــــــا سلام

    واصــــــل نشـــــــــاطك فنحــــــن بحاجــــــة لــــــــه

    ولا تحرمنــــــــا مـــــن جديدك

    ولك مــــــني تحية خـــــــالصـــــة
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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 5:06 am

    Topics in the Theory of Random Noise, Volume 2: Peaks of Random Functions and the Effect of Noise on Relays Nonlinear Self-Excited Oscillations in the Presence of Noise
    by R. L. Stratonovich

    djvu 1.76 MB

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 5:09 am

    A First Course in Statistics: Their Use and Interpretation in Education and Psychology
    by Lindquist, Everett Franklin

    pdf 11.15 MB

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 5:12 am

    Random Fields: Analysis and Synthesis
    By Erik Vanmarcke


    Publisher: The MIT Press
    Number Of Pages: 396
    Publication Date: 1983-03-15
    ISBN-10 / ASIN: 0262720450
    ISBN-13 / EAN: 9780262720458
    Binding: Paperback


    Product Description:

    Random variation
    over space and time is one of the few attributes that might safely be predicted as characterizing almost any given complex system. Random fields or "distributed disorder systems" confront astronomers, physicists, geologists, meteorologists, biologists, and other natural scientists. They appear in the artifacts developed by electrical, mechanical, civil, and other engineers. They even underlie the processes of social and economic change. The purpose of this book is to bring together existing and new methodologies of random field theory and indicate how they can be applied to these diverse areas where a "deterministic treatment is inefficient and conventional statistics insufficient." Many new results and methods are included.

    After outlining the extent and characteristics of the random field approach, the book reviews the classical theory of multidimensional random processes and introduces basic probability concepts and methods in the random field context. It next gives a concise amount of the second-order analysis of homogeneous random fields, in both the space-time domain and the wave number-frequency domain. This is followed by a chapter on spectral moments and related measures of disorder and on level excursions and extremes of Gaussian and related random fields.

    After developing a new framework of analysis based on local averages of one-, two-, and n-dimensional processes, the book concludes with a chapter discussing ramifications in the important areas of estimation, prediction, and control. The mathematical prerequisite has been held to basic college-level calculus.

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    .djvu 2.97 MB

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 5:14 am

    Econometrics
    By Fumio Hayashi


    Publisher: Princeton University Press
    Number Of Pages: 690
    Publication Date: 2000-12-15
    ISBN-10 / ASIN: 0691010188
    ISBN-13 / EAN: 9780691010182
    Binding: Hardcover


    Product Description:



    Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results.

    Econometrics has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models (such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient manner. Eight of the ten chapters include a serious empirical application drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises at the end of each chapter provide students a hands-on experience applying the techniques covered in the chapter. The exposition is rigorous yet accessible to students who have a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions, so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text.

    For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no-compromise treatment of the basic techniques is a good preparation for more advanced theory courses.

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 5:16 am

    Statistical Analysis
    by Edward C. Bryant
    pdf 13.95 MB

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 5:26 am

    A Treatise on Probability
    By John Maynard Keynes


    Publisher: www.bnpublishing.com
    Number Of Pages: 480
    Publication Date: 2008-02-05
    ISBN-10 / ASIN: 9563100417
    ISBN-13 / EAN: 9789563100419
    Binding: Paperback


    Summary: Oustanding!
    Rating: 5

    This is an outstanding book from an outstanding mind better known from his revolutionary economic ideas.


    Summary: Contains the first mathematically designed interval estimate approach to probability in history
    Rating: 5



    In this path breaking contribution to the logic of probability,Keynes showed how to adapt the work of George Boole for the purpose of estimating probabilities.Keynes is the first scholar in history to explicitly emphasize the importance of interval estimates in decision making.For Keynes there are only two types of probability estimates,point estimates and interval estimates;ordinal ranking can be incorporated into the interval estimate classification.Unfortunately,Keynes decided to call interval estimates " non-numerical " probabilities.His reasoning is really quite obvious.A precise estimate of probability used a single numeral for the point estimate.Therefore,an imprecise,indeterminate estimate of probability used two numerals to denote an interval(set).Thus, an interval estimate is not based on the use of a single number or numeral but two numbers or numerals.This is what Ramsey fundamentally objected to. These types of probabilities are ,thus ," non-numerical " because you are not using a single numeral.In 1922 and 1926,Frank Ramsey reviewed Keynes's book based on his very brief,partial, and haphazard reading of parts of chapters 1-4 plus 3 pages from Part II and 4 pages from Part V.Keynes's discussion of non-numerical probabilities takes place in detail in chapters 5,10,15 and 17,although there is a clear discussion of intervals for the careful reader contained in chapter 3.Keynes then applies his new approach to induction and analogy in chapters 20 and 22,using his concept of " finite probability " ,which applies to both precise ,numerical probabilities and imprecise, non-numerical probabilities.All of Keynes's discoveries ,however,were ignored by the ignorant Ramsey.It is unfortunate that the editorial foreword to the 1973 Collected Writings of JMK edition of the TP, written by Richard Braithwaite ,simply repeats all of the errors made by Ramsey in his reviews.Consider Braithwaite's paraphrase of Ramsey's argument that " On Keynes's theory it is something of a mystery why the probability relations should be governed by the probability calculus."(p.xx,1973).The answer is really quite simple. First,the " non numerical " interval estimates will not be governed by the probability calculus rules of conjunction and disjunction.Second,numerical probability calculations,such as the blue-green taxi cab problem of Tversky and Kahneman,will only satisfy the probability calculus if the weight of the evidence,w,is equal to 1,where w is defined as an element on the unit interval between 0 and 1 and measures the relative completeness of the available evidence upon which the probability estimates are to be calculatedKeynes was the first scholar in history to define and create an index to measure the weight of the evidence .[To this day(2007)one can regularly read about Keynes's " strange,mysterious,unfathomable,undefined " non-numerical probabilities in literally hundreds of economics and philosophy journal articles and books that have been written about Keynes's approach to probability since the Ramsey reviews were first published 80 years ago.Ramsey's reviews are still cited as " overwhelming " evidence that Keynes agreed that Ramsey's critique had completely demolished the entire structure of his logical approach to probability.Nothing could be further from the truth.Ramsey's theory is a special case that holds only when all the probabilities are numerical,additive,precise, and unique.This requires that the weight of the evidence ,w, be equal to 1 so that the probability calculus(addition and multiplication rules) of mathematical probability can be applied.Ramsey's reviews were so poor that Keynes and Bertrand Russell attempted to downplay their relevance so as to save Ramsey from being embarrassed in the academic community.]Keynes then showed that interval estimates,because they frequently overlap and/or will be contained inside another interval,would very likely also,in many cases,be nonmeasurable,noncomparable and/or nonrankable if a decision maker used such order preserving operators like " greater than or equal to " or "less than or equal to " or "equal to".While this is quite obvious to any reader of Part II of the TP who has covered pp.160-163 and pp.186-194 of the TP or the comparable pages from Booles 1854 classic,p.268,pp.276-278,pp.281-283,etc.,it went completely over Ramsey's head.Ramsey had never comprehended what it was that Booole was doing in Part V of the Laws of Thought. Keynes's second major advance was to create his "conventional coefficient of weight and risk ", c=p/(1+q)[2w/(1+w)] in sections 7 and 8 of chapter 26 . The goal of the decision maker is to Maximize cA,where A is some outcome.This decision rule solves most of the paradoxes and anomalies that plague subjective expected utility theory.A major accomplishment made by Keynes in chapter 26 of the TP was to specify that the weight of the evidence variable,w,was defined on the unit interval [0,1].It would be forty years before Daniel Ellsberg would define his practically identical variable,rho,on the unit interval between 0 and 1 also,where rho measured the degree of confidence in the decision maker's information base.Since these two measures are one to one onto and isomorphic,Keynesian weight(uncertainty in the General Theory) and Ellsbergian ambiguity measure the same thing and are interchangeable.This means that Ellsberg's analysis can be applied when studying the GT and used to buttress Keynes's theory of liquidity preference in the GT.You simply substitute rho for w in the c formula above or substitute w for rho in Ellsberg's decision rules.In Part 5 of this book ,Keynes showed how one could use Chebyshev's Inequality as a lower bound to the normal probability distributions overly precise and inaccurate point estimate . Part 5 of the Treatise,which is based on Part III's analysis of induction and analogy, also includes Keynes's advocacy of the Lexis Q test for the dynamic stability of a statistical frequency[law of large numbers]over time.It is this part of the TP that forms the basis,along with chapter 17's analysis of the misuse of the Normal distribution in science and social science,of Keynes's exchange with Tinbergen over the logical foundations of econometrics(the use of multiple regression and correlation analysis in the study of time series data) in the Economic Journal in 1939-1940.Keynes pointed out that ,in order to justify his assumption of normality,Tinbergen needed to apply the Lexis Q test to his time series data.Tinbergen never applied either that test or the Chi- Square test for goodness of fit.TINBERGEN NEVER APPLIED ANY GOODNESS OF FIT TEST TO HIS TIME SERIES DATA IN HIS LIFETIME.This will then bring the reader back to Keynes's chapter 8 of the Treatise ,where he presents his own logical frequency interpretation of probability as a special case of his general logical approach to probability.This chapter includes his criticism of Venn's particular version of a frequency approach.
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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 5:28 am

    Topics in the Theory of Random Noise, Volume I: General Theory of Random Processes Nonlinear Transforms of Signals and Noise
    by R.L. Stratonovich

    djvu 1.43 MB

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 5:41 am

    Stochastic Processes
    by Emanuel Parzen
    djvu 2.45 MB

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 5:44 am

    Mathematical Statistics: A Decision Theoretic Approach
    by Thomas S. Ferguson

    djvu 5.46 MB

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 5:48 am

    Nonparametric Statistics for Stochastic Processes: Estimation and Prediction (Lecture Notes in Statistics)
    By D. Bosq


    Publisher: Springer
    Number Of Pages: 232
    Publication Date: 1998-08-13
    ISBN-10 / ASIN: 0387985905
    ISBN-13 / EAN: 9780387985909
    Binding: Paperback


    Product Description:

    This book is devoted to the theory and applications of nonparametic functional estimation and prediction. Chapter 1 provides an overview of inequalities and limit theorems for strong mixing processes. Density and regression estimation in discrete time are studied in Chapter 2 and 3. The special rates of convergence which appear in continuous time are presented in Chapters 4 and 5. This second edition is extensively revised and it contains two new chapters. Chapter 6 discusses the surprising local time density estimator. Chapter 7 gives a detailed account of implementation of nonparametric method and practical examples in economics, finance and physics. Comarison with ARMA and ARCH methods shows the efficiency of nonparametric forecasting. The prerequisite is a knowledge of classical probability theory and statistics. Denis Bosq is Professor of Statistics at the Unviersity of Paris 6 (Pierre et Marie Curie). He is Editor-in-Chief of "Statistical Inference for Stochastic Processes" and an editor of "Journal of Nonparametric Statistics". He is an elected member of the International Statistical Institute. He has published about 90 papers or works in nonparametric statistics and four books.
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    djvu 1.19 MB

    الاحصائي
    الاحصائي


    ذكر عدد الرسائل : 4864
    العمر : 47
    الموقع : العراق
    العمل/الترفيه : مدرس
    المزاج : حلو
    نقاط : 196
    تاريخ التسجيل : 06/10/2007

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 5:53 am

    Robustness of Bayesian Analyses (Studies in Bayesian econometrics)
    By Joseph B. Kadane


    Publisher: Elsevier
    Number Of Pages: 326
    Publication Date: 1984-05
    ISBN-10 / ASIN: 0444862099
    ISBN-13 / EAN: 9780444862099
    Binding: Hardcover

    djvu 3.52 MB

    الاحصائي
    الاحصائي


    ذكر عدد الرسائل : 4864
    العمر : 47
    الموقع : العراق
    العمل/الترفيه : مدرس
    المزاج : حلو
    نقاط : 196
    تاريخ التسجيل : 06/10/2007

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 5:57 am

    Computer-Aided Introduction to Econometrics
    By Juan Rodriguez Poo


    Publisher: Springer
    Number Of Pages: 332
    Publication Date: 2003-02-26
    ISBN-10 / ASIN: 354044114X
    ISBN-13 / EAN: 9783540441144
    Binding: Hardcover


    Product Description:

    The advent of low cost computation has made many previously intractable econometric models empirically feasible and computational methods are now realized as an integral part of the theory.
    This book provides graduate students and researchers not only with a sound theoretical introduction to the topic, but allows the reader through an internet based interactive computing method to learn from theory to practice the different techniques discussed in the book. Among the theoretical issues presented are linear regression analysis, univariate time series modelling with some interesting extensions such as ARCH models and dimensionality reduction techniques.
    free statistical eBook - صفحة 3 51lmJmYKc0L
    .pdf 2.34 MB

    الاحصائي
    الاحصائي


    ذكر عدد الرسائل : 4864
    العمر : 47
    الموقع : العراق
    العمل/الترفيه : مدرس
    المزاج : حلو
    نقاط : 196
    تاريخ التسجيل : 06/10/2007

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 6:00 am

    Regression Analysis: Concepts and Applications
    By Franklin A. Graybill, Hariharan K. Iyer


    Publisher: Duxbury Pr
    Number Of Pages: 650
    Publication Date: 1994-01
    ISBN-10 / ASIN: 0534198694
    ISBN-13 / EAN: 9780534198695
    Binding: Hardcover


    Book Description:

    Regression Analysis: Concepts and Applications focuses on thinking clearly about and solving practical statistical problems. The approach leads from the theoretical (meaning conceptual not mathematical) to the applied, the idea being that samples (using theory) tell the investigator what needs to be known about populations (for application).
    pdf 23.95 MB

    الاحصائي
    الاحصائي


    ذكر عدد الرسائل : 4864
    العمر : 47
    الموقع : العراق
    العمل/الترفيه : مدرس
    المزاج : حلو
    نقاط : 196
    تاريخ التسجيل : 06/10/2007

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 6:02 am

    Stochastic Processes
    By Sheldon M. Ross


    Publisher: Wiley
    Number Of Pages: 510
    Publication Date: 1995-01
    ISBN-10 / ASIN: 0471120626
    ISBN-13 / EAN: 9780471120629
    Binding: Hardcover


    Product Description:

    A nonmeasure theoretic introduction to stochastic processes. Considers its diverse range of applications and provides readers with probabilistic intuition and insight in thinking about problems. This revised edition contains additional material on compound Poisson random variables including an identity which can be used to efficiently compute moments; a new chapter on Poisson approximations; and coverage of the mean time spent in transient states as well as examples relating to the Gibb's sampler, the Metropolis algorithm and mean cover time in star graphs. Numerous exercises and problems have been added throughout the text.



    Summary: Not for beginners and not enough worked exercises!
    Rating: 4

    The book has a lot of exercises! It's very deep. But it is definitely not for beginners. Also, the exercises should come with complete worked solutions. But the book solves very few of the exercises!!!
    It's a book for the advanced. Good for a graduate course in modelling.

    Theo


    Summary: A solid introduction to stochastic processes
    Rating: 5

    I am surprised to see this book getting negative reviews, as it is my favorite book on stochastic processes. That is in part a function of my background -- I did a physics undergrad with a math minor, and this book is written like a cross between a physics and a math book. Stochastic processes are used in more and more areas, and perhaps if you come from a different background there's a better book for you. Ross doesn't hit some topics which would be useful to people in finance or economics, for example, like stochastic calculus, and his emphasis on aspects of queueing theory would probably be downplayed in a book written today. But this is an excellent book for physics or math people, and I would imagine also for anyone mathematically inclined. The explanations are detailed and lucid, but also rigorous enough to be mathematically satisfying. Ross works many examples, gives a range of good exercises, and manages to strike a balance between hitting a wide range of topics and keeping each chapter readable. It does take a fair deal of time to read, work, and understand each chapter, but that is a function of the vast scope of the topic -- and in my experience, once you work through a chapter or section, you *know* it, and will be able to use it in your work. This is a book for people who want to use stochastic processes in settings where you sometimes need to get "under the hood", which is what makes the interplay between solid explanations and worked examples so effective. It doesn't cover everything under the sun on the topic, which is how it stays under 600 pages, but does give you the tools to go forward. In sum, this book's status as the classic intermediate introductory text is well-deserved.
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    pdf 6.75 MB

    الاحصائي
    الاحصائي


    ذكر عدد الرسائل : 4864
    العمر : 47
    الموقع : العراق
    العمل/الترفيه : مدرس
    المزاج : حلو
    نقاط : 196
    تاريخ التسجيل : 06/10/2007

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 6:06 am

    Hogben Statistical Theory Rev.
    By L HOGBEN


    Publisher: W W Norton & Co Ltd
    Number Of Pages:
    Publication Date: 1968-04-01
    ISBN-10 / ASIN: 0393063054
    ISBN-13 / EAN: 9780393063059
    Binding: Hardcover
    pdf 21.29 MB

    الاحصائي
    الاحصائي


    ذكر عدد الرسائل : 4864
    العمر : 47
    الموقع : العراق
    العمل/الترفيه : مدرس
    المزاج : حلو
    نقاط : 196
    تاريخ التسجيل : 06/10/2007

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 6:08 am

    Conditional Specification of Statistical Models
    Springer | 1999-10-14 | ISBN: 0387987614 | 436 pages | PDF | 3,5 MB

    Questions of compatibility of conditional and marginal specifications of distributions are of fundamental importance in modeling scenarios. Models with conditionals in exponential families are particularly tractable and provide useful models in a broad variety of settings.
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    الاحصائي
    الاحصائي


    ذكر عدد الرسائل : 4864
    العمر : 47
    الموقع : العراق
    العمل/الترفيه : مدرس
    المزاج : حلو
    نقاط : 196
    تاريخ التسجيل : 06/10/2007

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 6:12 am

    Multivariate Data Analysis (Astrophysics and Space Science Library)
    By F. Murtagh, A. Heck


    Publisher: Springer
    Number Of Pages: 236
    Publication Date: 1986-12-31
    ISBN-10 / ASIN: 9027724253
    ISBN-13 / EAN: 9789027724250
    Binding: Hardcover


    Product Description:

    Interest in statistical methodology is increasing so rapidly in the astronomical community that accessible introductory material in this area is long overdue. This book fills the gap by providing a presentation of the most useful techniques in multivariate statistics.
    A wide-ranging annotated set of general and astronomical bibliographic references follows each chapter, providing valuable entry-points for research workers in all astronomical sub-disciplines.
    Although the applications considered focus on astronomy, the algorithms used can be applied to similar problems in other branches of science. Fortran programs are provided for many of the methods described.
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    pdf 2.13 MB

    الاحصائي
    الاحصائي


    ذكر عدد الرسائل : 4864
    العمر : 47
    الموقع : العراق
    العمل/الترفيه : مدرس
    المزاج : حلو
    نقاط : 196
    تاريخ التسجيل : 06/10/2007

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    مُساهمة من طرف الاحصائي الإثنين مايو 12, 2008 9:36 am

    Nonparametric Methods in Change Point Problems (Mathematics and Its Applications)
    By B.E. Brodsky, B.S. Darkhovsky


    Publisher: Springer
    Number Of Pages: 224
    Publication Date: 1993-01-31
    ISBN-10 / ASIN: 0792321227
    ISBN-13 / EAN: 9780792321224
    Binding: Hardcover


    Product Description:

    This volume deals with nonparametric methods of change point (disorder) detection in random processes and fields. A systematic account is given of up-to-date developments in this rapidly evolving branch of statistics. It also provides a new approach to change point detection which is characterized by the reduction of change point problems to the more basic problem of mean value change points, and also the implementation of nonparametric statistics which require no a priori information concerning distributions.
    The book has seven chapters: Chapter 1 presents an account of preliminary considerations. Chapter 2 reviews the current state-of-the-art. Chapters 3 and 4 -- the major chapters of the book -- consider a posteriori change point problems and sequential change point detection problems, respectively. Chapter 5 discusses disorder detection of random fields, and Chapter 6 deals with applications in such diverse areas as geophysics, control systems and the analysis of historical texts. The volume concludes with a chapter devoted to new results, proofs and some technical details including an overview of a computer program package which has been developed for a posteriori change point detection.
    For researchers in the statistics and probability of random processes, this volume will also be of interest to specialists in control theory, engineering, systems analysis and cybernetics.
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    djvu 2.38 MB

    المقداد
    المقداد


    ذكر عدد الرسائل : 70
    العمر : 44
    الموقع : الجزائر
    العمل/الترفيه : طالب جامعي
    المزاج : متسامح
    نقاط : 5
    تاريخ التسجيل : 21/10/2007

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    مُساهمة من طرف المقداد الثلاثاء مايو 13, 2008 1:27 am

    نظرا لمجهوداتك الجبارة لا يسعنا الا أن نرفع أيدينا الى السماء قائلين
    اللهم بشره بما يسره
    وكف عنه ما يضره
    وتقبل منه وارضه
    وثبت يقينه وارزقه
    آمين آمين آمين
    الاحصائي
    الاحصائي


    ذكر عدد الرسائل : 4864
    العمر : 47
    الموقع : العراق
    العمل/الترفيه : مدرس
    المزاج : حلو
    نقاط : 196
    تاريخ التسجيل : 06/10/2007

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    مُساهمة من طرف الاحصائي الثلاثاء مايو 13, 2008 4:13 am

    دعاؤك هذا اغلى ثمن اخذته لهذه الكتب فجزاك الله الف خير وبصرك لما يحبه ويرضاه
    الاحصائي
    الاحصائي


    ذكر عدد الرسائل : 4864
    العمر : 47
    الموقع : العراق
    العمل/الترفيه : مدرس
    المزاج : حلو
    نقاط : 196
    تاريخ التسجيل : 06/10/2007

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    مُساهمة من طرف الاحصائي الثلاثاء مايو 13, 2008 4:16 am

    How to Lie With Statistics
    By Darrell Huff


    Publisher: W. W. Norton & Company
    Number Of Pages: 142
    Publication Date: 1993-09
    ISBN-10 / ASIN: 0393310728
    ISBN-13 / EAN: 9780393310726
    Binding: Paperback


    Amazon.com:

    "There is terror in numbers," writes Darrell Huff in How to Lie with Statistics. And nowhere does this terror translate to blind acceptance of authority more than in the slippery world of averages, correlations, graphs, and trends. Huff sought to break through "the daze that follows the collision of statistics with the human mind" with this slim volume, first published in 1954. The book remains relevant as a wake-up call for people unaccustomed to examining the endless flow of numbers pouring from Wall Street, Madison Avenue, and everywhere else someone has an axe to grind, a point to prove, or a product to sell. "The secret language of statistics, so appealing in a fact-minded culture, is employed to sensationalize, inflate, confuse, and oversimplify," warns Huff.

    Although many of the examples used in the book are charmingly dated, the cautions are timeless. Statistics are rife with opportunities for misuse, from "gee-whiz graphs" that add nonexistent drama to trends, to "results" detached from their method and meaning, to statistics' ultimate bugaboo--faulty cause-and-effect reasoning. Huff's tone is tolerant and amused, but no-nonsense. Like a lecturing father, he expects you to learn something useful from the book, and start applying it every day. Never be a sucker again, he cries!
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    djvu 1.73 MB

    الاحصائي
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    ذكر عدد الرسائل : 4864
    العمر : 47
    الموقع : العراق
    العمل/الترفيه : مدرس
    المزاج : حلو
    نقاط : 196
    تاريخ التسجيل : 06/10/2007

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    مُساهمة من طرف الاحصائي الثلاثاء مايو 13, 2008 4:18 am

    Introduction to Mathematical Statistics
    by Paul G. Hoel

    pdf 68.17 MB


      الوقت/التاريخ الآن هو السبت نوفمبر 23, 2024 10:14 am