The authors are Professors in the Department of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology. They are members of the prestigious US National Academy of Engineering. They have written several widely used textbooks and research monographs, both individually and jointly.
An intuitive, yet precise introduction to probability theory, stochastic processes, and probabilistic models used in science, engineering, economics, and related fields. The 2nd edition is a substantial revision of the 1st edition, involving a reorganization of old material and the addition of new material. The length of the book has increased by about 25 percent. The main new feature of the 2nd edition is thorough introduction to Bayesian and classical statistics.
The book is the currently used textbook for "Probabilistic Systems Analysis," an introductory probability course at the Massachusetts Institute of Technology, attended by a large number of undergraduate and graduate students. The book covers the fundamentals of probability theory (probabilistic models, discrete and continuous random variables, multiple random variables, and limit theorems), which are typically part of a first course on the subject, as well as the fundamental concepts and methods of statistical inference, both Bayesian and classical. It also contains, a number of more advanced topics, from which an instructor can choose to match the goals of a particular course. These topics include transforms, sums of random variables, a fairly detailed introduction to Bernoulli, Poisson, and Markov processes.
The book strikes a balance between simplicity in exposition and sophistication in analytical reasoning. Some of the more mathematically rigorous analysis has been just intuitively explained in the text, but is developed in detail (at the level of advanced calculus) in the numerous solved theoretical problems.
Written by two professors of the Department of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology, and members of the prestigious US National Academy of Engineering, the book has been widely adopted for classroom use in introductory probability courses within the USA and abroad.
From a Review of the 1st Edition:
...it trains the intuition to acquire probabilistic feeling. This book explains every single concept it enunciates. This is its main strength, deep explanation, and not just examples that happen to explain. Bertsekas and Tsitsiklis leave nothing to chance. The probability to misinterpret a concept or not understand it is just... zero. Numerous examples, figures, and end-of-chapter problems strengthen the understanding. Also of invaluable help is the book's web site, where solutions to the problems can be found-as well as much more information pertaining to probability, and also more problem sets. --Vladimir Botchev, Analog Dialogue
Several other reviews can be found in the listing of the first edition of this book. Contents, preface, and more info at publisher's website (Athena Scientific, athenasc com)
發表於2025-01-30
Introduction to Probability, 2nd Edition 2025 pdf epub mobi 電子書 下載
算是……擊沉敵艦?Bertsekas這本前4章講得非常棒,尤其是各種圖像、直觀解釋把我當時心中的設想都展現齣來瞭,有一種和人聊天的自然、順暢。第5章極限部分講得有點兒淺瞭,這章的習題量也有點兒少。後4章,關於Bernoulli Perocess,Poisson Process,Markov Process,Bayes統...
評分第1章 樣本空間和事件 全概率定理:先把樣本空間分割成一組互不相容的事件,再計算條件概率的加權平均。 貝葉斯準則:計算B發生的情況下Ai發生的概率(B是結果,A是原因,算這個概率的目的是由結果推原因,它稱為後驗概率),則可以先計算所有的Ai發生的情況下B發生的概率之和...
評分此書講解細緻,語言不生澀。 最喜歡的是這本書能夠對很多理論給齣直覺的解釋,而且還有很多很好玩鍛煉思考的例子。 以前上大學時不懂的,隻會記公式的東西,看過這本書後,恍然大明白。 這本書裏麵對連續隨機變量講解的很直觀化,尤其適閤這塊沒學懂的人。
評分此書講解細緻,語言不生澀。 最喜歡的是這本書能夠對很多理論給齣直覺的解釋,而且還有很多很好玩鍛煉思考的例子。 以前上大學時不懂的,隻會記公式的東西,看過這本書後,恍然大明白。 這本書裏麵對連續隨機變量講解的很直觀化,尤其適閤這塊沒學懂的人。
評分此書講解細緻,語言不生澀。 最喜歡的是這本書能夠對很多理論給齣直覺的解釋,而且還有很多很好玩鍛煉思考的例子。 以前上大學時不懂的,隻會記公式的東西,看過這本書後,恍然大明白。 這本書裏麵對連續隨機變量講解的很直觀化,尤其適閤這塊沒學懂的人。
圖書標籤: 數學 概率論 Probability 概率論與數理統計 概率 Mathematics 概率統計 概率導論
快忘瞭,另外當時學的也不好
評分EE 126 Probability and Random Processes...
評分MIT MOOC 配套教材!公開課質量實在太好!
評分Best introduction to probability
評分讀完瞭前5章,還剩下隨機過程和統計推斷的一些內容,沒有時間讀瞭,留待之後有機會再看。寫的很清晰。這也標誌著2019年數學基礎設施建設工程的第一階段順利完成,明年進行第二階段(復習)。
Introduction to Probability, 2nd Edition 2025 pdf epub mobi 電子書 下載