Probability and Statistics for Computer Science

This textbook is aimed at computer science undergraduates late in sophomore or early in junior year, supplying a comprehensive background in qualitative and quantitative data analysis, probability, random variables, and statistical methods, including

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Probability and Statistics for Computer Science

Probability and Statistics for Computer Science

David Forsyth

Probability and Statistics for Computer Science

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David Forsyth Computer Science Department University of Illinois at Urbana Champaign Urbana, IL, USA

ISBN 978-3-319-64409-7 ISBN 978-3-319-64410-3 (eBook) https://doi.org/10.1007/978-3-319-64410-3 Library of Congress Control Number: 2017950289 © Springer International Publishing AG 2018 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. Printed on acid-free paper This Springer imprint is published by Springer Nature The registered company is Springer International Publishing AG The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland

To my family

Preface

An understanding of probability and statistics is an essential tool for a modern computer scientist. If your tastes run to theory, then you need to know a lot of probability (e.g., to understand randomized algorithms, to understand the probabilistic method in graph theory, to understand a lot of work on approximation, and so on) and at least enough statistics to bluff successfully on occasion. If your tastes run to the practical, you will find yourself constantly raiding the larder of statistical techniques (particularly classification, clustering, and regression). For example, much of modern artificial intelligence is built on clever pirating of statistical ideas. As another example, thinking about statistical inference for gigantic datasets has had a tremendous influence on how people build modern computer systems. Computer science undergraduates traditionally are required to take either a course in probability, typically taught by the math department, or a course in statistics, typically taught by the statistics department. A curriculum committee in my department decided that the curricula of these courses could do wi