Introduction to probability with Mathematica:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Boca Raton [u.a.]
Chapman & Hall/CRC
2001
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 380 S. graph. Darst. |
| ISBN: | 1584881097 |
Staff View
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| 245 | 1 | 0 | |a Introduction to probability with Mathematica |c Kevin Hastings |
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Record in the Search Index
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| adam_text | Table of Contents
Chapter 1 Discrete Probability
1.1 The Cast of Characters 1
1.2 Properties of Probability 10
1.3 Simulation 25
1.4 Random Sampling 38
Sampling in Sequence without Replacement 38
Sampling in a Batch without Replacement 42
Other Sampling Situations 48
1.5 Conditional Probability 54
Multiplication Rules 56
Bayes Formula 61
1.6 Independence 67
Chapter 2 Discrete Distributions
2.1 Discrete Random Variables, Distributions,
and Expectations 79
Mean, Variance, and Other Moments 86
Two Special Distributions 91
2.2 Bernoulli and Binomial Random Variables 101
2.3 Geometric and Negative Binomial Random Variables 110
2.4 Poisson Distribution 119
Poisson Processes 124
2.5 Joint, Marginal, and Conditional Distributions 129
2.6 More on Expectation 146
Chapter 3 Continuous Probability
3.1 From the Finite to the (Very) Infinite 163
3.2 Continuous Random Variables and Distributions 171
Joint, Marginal, and Conditional Distributions 179
3.3 Continuous Expectation 194
Chapter 4 Continuous Distributions
4.1 The Normal Distribution 209
4.2 Bivariate Normal Distribution 225
Bivariate Normal Density 227
Marginal and Conditional Distributions 233
4.3 New Random Variables from Old 245
C.D.F. Technique and Simulation 246
Moment Generating Functions 252
4.4 Gamma Distributions 259
Main Properties 259
The Exponential Distribution 264
More on the Poisson Process 267
4.5 Chi Square, Student s t, and F distributions 272
Chi Square Distribution 272
Student s f Distribution 279
F Distribution 283
Chapter 5 Asymptotic Theory
5.1 Strong and Weak Laws of Large Numbers 293
5.2 Central Limit Theorem 301
Chapter 6 Applications of Probability
6.1 Markov Chains 309
6.2 Queues 320
Long Run Distribution of System Size 322
Waiting Time Distribution 327
Simulating Queues 328
6.3 Mathematical Finance 336
Optimal Portfolios 336
Option Pricing 341
Appendix
A. Short Answers to Selected Exercises 353
B. Glossary of Mathematica Commands for Probability 365
References 373
Index 375
|
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| discipline | Informatik Mathematik |
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| indexdate | 2024-07-09T18:48:44Z |
| institution | BVB |
| isbn | 1584881097 |
| language | English |
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| physical | 380 S. graph. Darst. |
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| spelling | Hastings, Kevin J. 1955- Verfasser (DE-588)172128277 aut Introduction to probability with Mathematica Kevin Hastings Boca Raton [u.a.] Chapman & Hall/CRC 2001 380 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Mathematica (Computer file) Arquivos de computador (organização) larpcal Matemática larpcal Mathematica (computerprogramma) gtt Probabilidade larpcal Waarschijnlijkheidstheorie gtt Datenverarbeitung Probabilities Data processing Mathematica Programm (DE-588)4268208-3 gnd rswk-swf Stochastik (DE-588)4121729-9 gnd rswk-swf Mathematica Programm (DE-588)4268208-3 s Stochastik (DE-588)4121729-9 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009290687&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Hastings, Kevin J. 1955- Introduction to probability with Mathematica Mathematica (Computer file) Arquivos de computador (organização) larpcal Matemática larpcal Mathematica (computerprogramma) gtt Probabilidade larpcal Waarschijnlijkheidstheorie gtt Datenverarbeitung Probabilities Data processing Mathematica Programm (DE-588)4268208-3 gnd Stochastik (DE-588)4121729-9 gnd |
| subject_GND | (DE-588)4268208-3 (DE-588)4121729-9 |
| title | Introduction to probability with Mathematica |
| title_auth | Introduction to probability with Mathematica |
| title_exact_search | Introduction to probability with Mathematica |
| title_full | Introduction to probability with Mathematica Kevin Hastings |
| title_fullStr | Introduction to probability with Mathematica Kevin Hastings |
| title_full_unstemmed | Introduction to probability with Mathematica Kevin Hastings |
| title_short | Introduction to probability with Mathematica |
| title_sort | introduction to probability with mathematica |
| topic | Mathematica (Computer file) Arquivos de computador (organização) larpcal Matemática larpcal Mathematica (computerprogramma) gtt Probabilidade larpcal Waarschijnlijkheidstheorie gtt Datenverarbeitung Probabilities Data processing Mathematica Programm (DE-588)4268208-3 gnd Stochastik (DE-588)4121729-9 gnd |
| topic_facet | Mathematica (Computer file) Arquivos de computador (organização) Matemática Mathematica (computerprogramma) Probabilidade Waarschijnlijkheidstheorie Datenverarbeitung Probabilities Data processing Mathematica Programm Stochastik |
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