Kappa Research, LLC Introduction to Probability, Statistics, and Random Processes

Excellent book. This is not one of those annoying "theorem, proof, theorem, proof, ... " books that seem to revel in terseness (is trying to be as concise and terse as possible some sort of math nerd thing?). The author gives a clear step by step exposition of the subject matter and goes the extra mile by explaining the intuition behind some of the more counter-intuitive aspects of the subject. If you are completely new to probability theory and want a book that, on the one hand, is not so superficial as to be useless, and, on the other hand, is rigorous and thorough without sacrificing clarity, then I heartily recommend this book.

Uno puede encontrar una versión del libro el línea totalmente gratuita, sin embargo el libro está bien diseñado explica las cosas claramente y es muy barato. Vale mucho la pena. Hay pocos libros que contengan desde conceptos básicos de probabilidad, procesos estocasticos e inferencia estadística.

I have seen several texts related to probability and random processes over the years, and so far this is my favorite. The exposition is very clear, and the author strikes a nice balance between theoretical derivations and helpful examples.I was a little concerned about the "Introduction to..." portion of the title, but I was pleasantly surprised that the text goes well beyond the basics.I think that this will be most useful to people studying advanced topics like machine learning or multitarget tracking because the text bridges the gap between introductory probability ideas and the more advanced materials you will see in textbooks or research papers focused specifically on machine learning or Kalman filtering.Over the years, I have relied on other texts like "Probability, Statistics, and Random Processes..." by Alberto Leon-Garcia and the "Random Signals..." text by K. Sam Shanmugan and Arthur M. Breipohl when I need to review intermediate to advanced probability concepts. While those books have their strengths, I think that this is my favorite due to its clarity and nice organization.

This is by far the canonical holy go-to reference if you really want to dig deep into the very fundamentals and with lots of solved problems, examples of applications and great gold nuggets that give valuable insight up to an advanced undergraduate/masters level.He takes you by the hand, not without requiring (as it should) some work from you. The examples and problems, both solved and final-chapter ones, are awesome. Coverage from trivial-get-the-feel to things that could be combined into essay-level homework.A must if you are just starting, a gem if you need to brush intermediate-level knowledge and a safe introduction to some advanced topics

A very useful book for a beginner. It can also be used for people who want to refresh their knowledge on the subject. An online version of the book is available on the author's website. Going through book is useful.