Probability, Statistics and Stochastic Processes
by Cosma Rohilla Shalizi
Number of pages: 71
Contents: Probability (Probability Calculus, Random Variables, Discrete and Continuous Distributions); Statistics (The Care and Handling of Data, Sampling, Estimation, Hypothesis Testing); Stochastic Processes (Sequences of Random Variables, Markov Processes, Continuous-Time Stochastic Processes).
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This book is developed as a free, collaborative and interactive learning environment for elementary probability and statistics education. The book blends information technology, scientific techniques and modern pedagogical concepts.
by D. A. Levin, Y. Peres, E. L. Wilmer - American Mathematical Society
An introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary distribution as a function of the size and geometry of the state space.
by Klaus Bichteler - University of Texas
Written for graduate students of mathematics, physics, electrical engineering, and finance. The students are expected to know the basics of point set topology up to Tychonoff's theorem, general integration theory, and some functional analysis.
by Marco Taboga - statlect.com
This e-book is organized as a website that provides access to a series of lectures on fundamentals of probability, statistics and econometrics, as well as to a number of exercises on the same topics. The level is intermediate.