Probability, Statistical Optics, and Data Testing: A Problem Solving Approach (Springer Series in Information Sciences)

Scientists in optics are increasingly confronted with problems that are of a random nature and that require a working knowledge of probability and statistics for their solution. This textbook develops these subjects within the context of optics, taking the approach of learning through problem solving. Illustrative problems in optics are posed and worked through for nearly every method that is developed. Students with a knowledge of calculus and matrix theory and some previous exposure to Fourier optics or linear theory will find the material particularly easy to digest. This second edition has been revised and updated to include an additional chapter on estimation.

Scientists in optics are increasingly confronted with problems that are of a random nature and that require a working knowledge of probability and statistics for their solution. This textbook develops these subjects within the context of optics using a problem-solving approach. All methods are explicitly derived and can be traced back to three simple axioms given at the outset. Students with some previous exposure to Fourier optics or linear theory will find the material particularly absorbing and easy to understand.
This third edition contains many new applications to optical and physical phenomena. This includes a method of estimating probability laws exactly, by regarding them as laws of physics to be determined using a new variational principle.