Processing Random Data

Download or read book Processing Random Data written by Robert V. Edwards and published by World Scientific. This book was released on 2006 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two features of Processing Random Data differentiate it from other similar books: the focus on computing the reproducibility error for statistical measurements, and its comprehensive coverage of Maximum Likelihood parameter estimation techniques. The book is useful for dealing with situations where there is a model relating to the input and output of a process, but with a random component, which could be noise in the system or the process itself could be random, like turbulence. Parameter estimation techniques are shown for many different types of statistical models, including joint Gaussian. The Cramer-Rao bounds are described as useful estimates of reproducibility errors.Finally, using an example with a random sampling of turbulent flows that can occur when using laser anemometry the book also explains the use of conditional probabilities.