Thanks Donald, I'll look into these. Regards Digby Millikan. ----- Original Message ----- From: Donald E. Myers To: Digby Millikan Sent: Tuesday, November 26, 2002 4:24 AM Subject: Re: AI-GEOSTATS: Statistics book
The Schaumns Outline book on Probability is not a bad place to start but I think it does not include much about continuous probability distributions. There is a book by Miller and Freund on engineering statistics that is not a bad choice for the rudiments of probability and statistics. Both of these would provide some background on the expected value of a random variable (however I think that the Schaums Outline book will only consider discrete distributions) As for Lagrange multipliers, that is not really a part of either probability theory or statistics, it is a part of optimization theory. You will find some discussion of them in books on matrix theory, particularly related to eigenvalue problems and maximization/minimization of quadratic expressions (I think there is a Schaums Outline book on matrix theory) subject to a constraint. In the case of the kriging equations, the constraint is unbiasedness of the estimator. With respect to "least squares", there are two senses to this. One corresponds to fitting data to a function via least squares, this is essentially deterministic. The second is more like what happens in the derivation of the kriging equations, i.e., a certain expected value is minimized. Donald E. Myers http://www.u.arizona.edu/~donaldm Digby Millikan wrote: Hello, I was wondering if some one could reccomend a book on statistics which covers the basic theories of probability (expectations), least squared errors and lagrange multipliers for understanding the derivation of kriging equations which can be found in many texts. Regards Digby Millikan. I have searched the Internet and found the Schaums books which I might have a look at, Thanks Regards Digby Millikan -- * To post a message to the list, send it to [EMAIL PROTECTED] * As a general service to the users, please remember to post a summary of any useful responses to your questions. * To unsubscribe, send an email to [EMAIL PROTECTED] with no subject and "unsubscribe ai-geostats" followed by "end" on the next line in the message body. DO NOT SEND Subscribe/Unsubscribe requests to the list * Support to the list is provided at http://www.ai-geostats.org
