Preface |
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xi | (4) |
Introduction |
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xv | (8) |
Notation and Abbreviations |
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xxiii | |
I DESCRIPTIVE STATISTICS-COMPRESSING DATA |
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1 | (200) |
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1 Why One Needs to Analyze Data |
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3 | (52) |
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1.1 Coin tossing, lottery, and the stock market |
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3 | (6) |
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1.2 Inventory problems in management |
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9 | (1) |
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1.3 Battery life and quality control in manufacturing |
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10 | (2) |
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1.4 Reliability of complex systems |
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12 | (5) |
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1.5 Point processes in time and space |
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17 | (4) |
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1.6 Polls-social sciences |
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21 | (5) |
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26 | (3) |
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1.8 Repeated experiments and testing |
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29 | (3) |
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1.9 Simple chaotic dynamical systems |
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32 | (7) |
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1.10 Complex dynamical systems |
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39 | (2) |
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1.11 Pseudorandom number generators and the Monte-Carlo methods |
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41 | (4) |
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1.12 Fractals and image reconstruction |
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45 | (1) |
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1.13 Coding and decoding, unbreakable ciphers |
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46 | (3) |
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1.14 Experiments, exercises, and projects |
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49 | (3) |
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1.15 Bibliographical notes |
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52 | (3) |
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2 Data Representation and Compression |
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55 | (64) |
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2.1 Data types, categorical data |
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55 | (8) |
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2.2 Numerical data: order statistics, median, quantiles |
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63 | (7) |
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2.3 Numerical data: histograms, means, moments |
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70 | (7) |
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2.4 Location, dispersion, and shape parameters |
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77 | (5) |
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2.5 Probabilities: a frequentist viewpoint |
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82 | (6) |
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2.6 Multidimensional data: histograms and other graphical representations |
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88 | (4) |
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2.7 2-D data: regression and correlations |
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92 | (7) |
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99 | (6) |
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2.9 Measuring information content: entropy |
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105 | (6) |
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2.10 Experiments, exercises, and projects |
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111 | (4) |
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2.11 Bibliographical notes |
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115 | (4) |
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3 Analytic Representation of Random Experimental Data |
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119 | (82) |
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3.1 Repeated experiments and the law of large numbers |
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119 | (9) |
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3.2 Characteristics of experiments: distribution functions, densities, means, variances |
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128 | (8) |
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3.3 Uniform distributions, simulation of random quantities, the Monte Carlo method |
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136 | (3) |
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3.4 Bernoulli and binomial distributions |
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139 | (6) |
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3.5 Rescaling probabilities: Poisson approximation |
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145 | (7) |
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3.6 Stability of Fluctuations Law: Gaussian approximation |
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152 | (11) |
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3.7 How to estimate p in Bernoulli experiments |
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163 | (8) |
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3.8 Other continuous distributions; Gamma function calculus |
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171 | (14) |
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3.9 Testing the fit of a distribution |
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185 | (3) |
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3.10 Random vectors and multivariate distributions |
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188 | (8) |
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3.11 Experiments, exercises, and projects |
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196 | (2) |
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3.12 Bibliographical notes |
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198 | (3) |
II MODELING UNCERTAINTY |
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201 | (164) |
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4 Algorithmic Complexity and Random Strings |
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203 | (40) |
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4.1 Heart of randomness: when is random -- random? |
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203 | (4) |
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4.2 Computable strings and the Turing machine |
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207 | (5) |
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4.3 Kolmogorov complexity and random strings |
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212 | (6) |
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4.4 Typical sequences: Martin-Lof tests of randomness |
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218 | (8) |
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4.5 Stability of subsequences: von Mises randomness |
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226 | (2) |
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4.6 Computable framework of randomness: degrees of irregularity |
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228 | (9) |
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4.7 Experiments, exercises, and projects |
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237 | (3) |
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4.8 Bibliographical notes |
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240 | (3) |
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5 Statistical Independence and Kolmogorov's Probability Theory |
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243 | (50) |
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5.1 Description of experiments, random variables, and Kolmogorov's axioms |
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243 | (15) |
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5.2 Uniform discrete distributions and counting |
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258 | (3) |
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5.3 Statistical independence as a model for repeated experiments |
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261 | (4) |
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5.4 Expectations and other characteristics of random variables |
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265 | (11) |
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265 | (2) |
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5.4.2 Expectations of functions of random variables. Variance |
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267 | (1) |
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5.4.3 Expectations of functions of vectors. Covariance |
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268 | (1) |
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5.4.4 Expectation of the product. Variance of the sum of independent random variables |
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269 | (3) |
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5.4.5 Moments and the moment generating function |
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272 | (3) |
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5.4.6 Expectations of general random variables |
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275 | (1) |
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5.5 Averages of independent random variables |
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276 | (5) |
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5.6 Laws of large numbers and small deviations |
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281 | (3) |
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5.7 Central limit theorem and large deviations |
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284 | (3) |
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5.8 Experiments, exercises, and projects |
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287 | (5) |
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5.9 Bibliographical Notes |
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292 | (1) |
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6 Chaos in Dynamical Systems: How Uncertainty Arises in Scientific and Engineering Phenomena |
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293 | (72) |
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6.1 Dynamical systems: general concepts and typical examples |
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293 | (14) |
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6.2 Orbits and fixed points |
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307 | (18) |
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6.3 Stability of frequencies and the ergodic theorem |
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325 | (15) |
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6.4 Stability of fluctuations and the central limit theorem |
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340 | (9) |
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6.5 Attractors, fractals, and entropy |
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349 | (11) |
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6.6 Experiments, exercises, and projects |
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360 | (2) |
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6.7 Bibliographical notes |
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362 | (3) |
III MODEL SPECIFICATION-DESIGN OF EXPERIMENTS |
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365 | (138) |
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7 General Principles of Statistical Analysis |
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367 | (26) |
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7.1 Design of experiments and planning of investigation |
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367 | (2) |
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369 | (3) |
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7.3 Determining the method of statistical inference |
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372 | (12) |
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7.3.1 Maximum likelihood estimator (MLE) |
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373 | (3) |
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7.3.2 Least squares estimator (LSE) |
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376 | (5) |
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7.3.3 Method of moments (MM) |
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381 | (2) |
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383 | (1) |
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7.4 Estimation of fractal dimension |
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384 | (3) |
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7.5 Practical side of data collection and analysis |
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387 | (2) |
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7.6 Experiments, exercises, and projects |
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389 | (1) |
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7.7 Bibliographical notes |
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390 | (3) |
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8 Statistical Inference for Normal Populations |
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393 | (50) |
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8.1 Introduction; parametric inference |
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393 | (13) |
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8.2 Confidence intervals for one-sample model |
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406 | (8) |
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8.3 From confidence intervals to hypothesis testing |
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414 | (8) |
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8.4 Statistical inference for two-sample normal models |
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422 | (5) |
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8.5 Regression analysis for the normal model |
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427 | (8) |
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8.6 Testing for goodness-of-fit |
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435 | (3) |
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8.7 Experiments, exercises, and projects |
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438 | (2) |
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8.8 Bibliographical notes |
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440 | (3) |
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443 | (18) |
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443 | (5) |
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448 | (8) |
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9.3 Experiments, exercises, and projects |
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456 | (3) |
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9.4 Bibliographical notes |
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459 | (2) |
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A Uncertainty Principle in Signal Processing and Quantum Mechanics |
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461 | (4) |
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B Fuzzy Systems and Logic |
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465 | (4) |
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C A Critique of Pure Reason |
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469 | (4) |
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D The Remarkable Bernoulli Family |
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473 | (4) |
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E Uncertain Virtual Worlds Mathematica Packages |
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477 | (20) |
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497 | (6) |
Index |
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503 | |