Contents

Preface Fundamentals of probability and probability distributions Basic terminology Probability distributions Special continuous probability distributions Expected values Special discrete probability distributions Stable distributions and random walks Determination of distribution parameters Statistical inference from samples Maximum-likelihood method Method of least squares Statistical tests: verifying hypotheses Special applications of probability Entropy and information Markov processes The Monte-Carlo method Stochastic population modeling Appendices Probability as measure Generating and characteristic functions Random number generators Tables of distribution quantiles Index

Errata

Data files

• Moon craters (Fig. 3.5 (left))
• Gamma-ray bursts (Fig. 3.5 (right))
• Extreme rainfall (Fig. 6.7 (left))
• Mercury in fish (Fig. 7.9 (left))
• Corrosion (Problem 8.8.2)
• Tensile strength of fibers (Problem 8.8.4)
• Temperature anomaly (Fig. 9.2 (top left))
• CO₂ emissions, linear scale (Fig. 9.7 (left))
• CO₂ emissions, logarithmic scale (Fig. 9.7 (right))
• Two Gaussians on exponential background (Problem 9.7.1)
• Time dependence of pressure gradient (Problem 9.7.2)
• Thermal expansion of copper (Problem 9.7.3)
• Electron mobility in semiconductor (Problem 9.7.4)
• Quantum defects in iodine (Problem 9.7.5)
• Magnetization in superconductor (Problem 9.7.6)
• Proton electric form-factor (Fig. 10.4 (left))