This textbook integrates traditional statistical data analysis with new computational experimentation capabilities and concepts of algorithmic complexity and chaotic behavior in nonlinear dynamic systems.  This was the first advanced text/reference to bring together such a comprehensive variety of tools for the study of random phenomena occurring in engineering and the natural, life, and social sciences.The crucial computer experiments are conducted using the readily available computer program Mathematica® Uncertain Virtual Worlds™ software packages which optimize and facilitate the simulation environment.  Brief tutorials are included that explain how to use the Mathematica® programs for effective simulation and computer experiments.  Large and original real-life data sets are introduced and analyzed as a model for independent study.This is an excellent classroom tool and self-study guide.  The material is presented in a clear and accessible style providing numerous exercises and bibliographical notes suggesting further reading.Topics and FeaturesComprehensive and integrated treatment of uncertainty arising in engineering and scientific phenomena – algorithmic complexity, statistical independence, and nonlinear chaotic behaviorExtensive exercise sets, examples, and Mathematica® computer experiments that reinforce concepts and algorithmic methodsThorough presentation of methods of data compression and representationAlgorithmic approach to model selection and design of experimentsLarge data sets and 13 Mathematica®-based Uncertain Virtual Worlds™ programs and codeThis text is an excellent resource for all applied statisticians, engineers, and scientists who need to use modern statistical analysis methods to investigate and model their data.  The present, softcover reprint is designed to make this classic textbook available to a wider audience.