Probability and Information

Download or read book Probability and Information written by David Applebaum and published by Cambridge University Press. This book was released on 2008-08-14 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new and updated textbook is an excellent way to introduce probability and information theory to students new to mathematics, computer science, engineering, statistics, economics, or business studies. Only requiring knowledge of basic calculus, it begins by building a clear and systematic foundation to probability and information. Classic topics covered include discrete and continuous random variables, entropy and mutual information, maximum entropy methods, the central limit theorem and the coding and transmission of information. Newly covered for this edition is modern material on Markov chains and their entropy. Examples and exercises are included to illustrate how to use the theory in a wide range of applications, with detailed solutions to most exercises available online for instructors.