Check nearby libraries
Buy this book
Large deviation theory is a branch of probability concerned with explaining the behavior of certain types of rare events. Large Deviation Techniques in Decision, Simulation, and Estimation is an introductory level exposition for a nonmathematical audience of the major results and techniques available in this area. It is excellent for applied statisticians, communications engineers, statistical signal processors, information theorists, and even large deviation theorists interested in the major application areas of their field. Applications of large deviation theory are stressed throughout with entire chapters devoted to hypothesis testing, parameter estimation, fast simulation methodologies, and information theory. In a relaxed fashion, it introduces most of the major ideas and models of the subject. In addition, several new results are presented in various application areas.
Check nearby libraries
Buy this book
Previews available in: English
Subjects
Large deviations, Statistical decision, StatisticsShowing 1 featured edition. View all 1 editions?
Edition | Availability |
---|---|
1
Large deviation techniques in decision, simulation, and estimation
1990, Wiley
Hardcover
in English
- First edition
047161856X 9780471618560
|
aaaa
Libraries near you:
WorldCat
|
Book Details
Table of Contents
Edition Notes
Includes bibliographical references (p. 261-266) and index.
"A Wiley-Interscience publication."
Classifications
The Physical Object
ID Numbers
Source records
amazon.com recordLibrary of Congress MARC record
Internet Archive item record
Better World Books record
Promise Item
marc_columbia MARC record
Work Description
It gives:
-New analysis and design techniques for hypothesis testing (signal detection) systems
-A new methodology, which is shown to be uniquely optimal, for the simulation of certain classes of rare events
-A proof based entirely upon large deviation theory of the source coding with respect to a fidelity criterion theorem of Shannon
-New expositions and explanations of many standard large deviation theory results
-An overview of some crucial but little known optimality results for parameter estimatorsThe first part of the text is a heuristic overview and introduction to the major themes of large deviation theory. The second part is concerned with applications of the theory to specific problems in hypothesis testing, simulation, parameter estimation, and information theory. Each chapter has many examples, sample calculations, and extensive exercises at the end, with complete solutions given in the appendix. This is the only readable, mathematically nonrigorous probability book. Large Deviation Techniques in Decision, Simulation, and Estimation is excellent for electrical engineers in academia involved in communications, information, and stochastic control theory, for industrial engineers and computer scientists concerned with simulation techniques, for statisticians interested in hypothesis testing and parameter estimation, and for mathematicians.
Links outside Open Library
Community Reviews (0)
Feedback?October 17, 2022 | Edited by ImportBot | import existing book |
June 24, 2022 | Edited by Kaustubh Chakraborty | Updated book details |
December 4, 2010 | Edited by Open Library Bot | Added subjects from MARC records. |
April 28, 2010 | Edited by Open Library Bot | Linked existing covers to the work. |
December 10, 2009 | Created by WorkBot | add works page |