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Random data. Analysis and measurement procedures. 3rd ed. (English) Zbl 0953.62128
Wiley Series in Probability and Statistics. New York, NY: Wiley. xvii, 594 p. (2000).
As in the second edition from 1986, see the review Zbl 0662.62002 (1st ed. Zbl 0144.40901), Chapters 1, 2 and 4 present background material on description of data, properties of linear systems and statistical principles. Chapter 3 has been expanded to include formulas for the Rayleigh distribution and for higher-order changes of variables. Chapter 5 presents a comprehensive discussion of stationary random process theory, including new material on wave-number spectra and on level crossings and peak values of normally distributed random data. Chapters 6 and 7 develop mathematical relationships for the detailed analysis of single input/output and multiple input/output linear systems that include modified algorithms. Chapters 8 and 9 derive important practical formulas to determine statistical errors in estimates of random data parameters and linear system properties from measured data. Chapters 10, 11 and 12 have been updated to cover recent material on the topics. In the beginning of the book there is a glossary of symbols and in the end a bibliography, two useful appendices and lists of figures, tables and examples.
The book is a good practical reference for working engineers and scientists in many fields.
Reviewer: V.P.Gupta (Jaipur)

MSC:
62P30 Applications of statistics in engineering and industry; control charts
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62P35 Applications of statistics to physics
60G35 Signal detection and filtering (aspects of stochastic processes)
62-07 Data analysis (statistics) (MSC2010)
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