Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions [Paperback]

A. A. Sveshnikov (Author), Mathematics (Author)

Book Description

Publication Date: February 1, 1979 | ISBN-10: 0486637174 | ISBN-13: 978-0486637174

Approximately 1,000 problems — with answers and solutions included at the back of the book — illustrate such topics as random events, random variables, limit theorems, Markov processes, and much more.

Editorial Reviews

Language Notes

Text: English, Russian (translation)

Product Details

• Paperback: 481 pages
• Publisher: Dover Publications (February 1, 1979)
• Language: English
• ISBN-10: 0486637174
• ISBN-13: 978-0486637174
• Product Dimensions: 9.2 x 6.1 x 0.9 inches
• Shipping Weight: 1.3 pounds (View shipping rates and policies)
• Average Customer Review: 4.8 out of 5 stars  See all reviews (4 customer reviews)
• Amazon Best Sellers Rank: #268,383 in Books (See Top 100 in Books)

More About the Author

Discover books, learn about writers, read author blogs, and more.

Customer Reviews

Most Helpful Customer Reviews

14 of 14 people found the following review helpful:

5.0 out of 5 stars A most useful compilation, February 26, 2001

By 

pg (New York, USA) - See all my reviews

This review is from: Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions (Paperback)

Instructors and students alike will find here a real treasure of exercises in probability and statistics. A broad range of topics is covered. Solutions for typical examples are provided at the start of each section. Apart from the more than 1000 problems (the answers and solutions to all of which are provided at the back), the book contains problems both simple and challenging. I personally found some of the latter most fascinating.

12 of 12 people found the following review helpful:

5.0 out of 5 stars Challenging probability and statistics problems, January 7, 2003

By A Customer

This review is from: Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions (Paperback)

Sveshnikov gives a very brief introduction to each topic, with definitions and formulae presented without proofs, followed by a couple of worked examples, and a couple pages of problems. Answers to all problems are in the back, making it ideal for self-study.
If you have not studied any statistics before, you might want to start with a book that gives more explanation, such as Bulmer, "Principles of Statistics."
This book makes use of calculus in many sections. For interesting probability problems with less advanced math, you might try Mosteller, "Fifty Challenging Problems in Probability."
If you take the time to work through a number of problems from each chapter, you can learn how to apply probability and statistics to a wide variety of problems. The equations I derived for the thesis I'm working on are the topic of chapter 6!

11 of 11 people found the following review helpful:

4.0 out of 5 stars Great collection of problems, but with some problems, June 29, 2005

By 

P. Chengelis "Greatrussian" (Arizona, USA) - See all my reviews
(REAL NAME)   

This review is from: Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions (Paperback)

I am enjoying working through this book. Each section contains several worked examples, and problems, which supposedly correlate with the examples. In several situations, though, there is a simpler solution than following the example. Unfortunately, this is only one of several problems. For instance:

* Asks that you prove a statement, which is usually false (A'B u B'A = A' n B'). Only one found so far.

* Some solutions don't exactly correspond with the questions (i.e . the numbers used in the solution are different from the question.) Easily recognized.

* Ambiguous wording of problems (what is the difference between a boat moving "along a bay" vs. "across the same bay"?) This could be due to poor translation. Very frustrating. (And really why I can't give this book five stars)

* Some complex problems have an answer, but no solution, so you aren't sure if the mistake is yours or the book's.

* Different notation. (Uses D and M rather than E and Var) Easily adapted to.

Despite these problems, I am finding working through these problems to be a very rewarding experience. Solving Buffon's needle problem was definitely the highlight of my day.