Introduction to probability with Mathematica:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boca Raton [u.a.]
CRC Press
2010
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | Textbooks in mathematics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 451 S. 1 CD-ROM (12 cm) |
| ISBN: | 9781420079388 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV035768574 | ||
| 003 | DE-604 | ||
| 005 | 20101109 | ||
| 007 | t | ||
| 008 | 091013s2010 |||| 00||| eng d | ||
| 020 | |a 9781420079388 |9 978-1-4200-7938-8 | ||
| 035 | |a (OCoLC)634390448 | ||
| 035 | |a (DE-599)BVBBV035768574 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-20 |a DE-703 |a DE-91G | ||
| 084 | |a SK 800 |0 (DE-625)143256: |2 rvk | ||
| 084 | |a ST 601 |0 (DE-625)143682: |2 rvk | ||
| 084 | |a MAT 600f |2 stub | ||
| 084 | |a DAT 306f |2 stub | ||
| 100 | 1 | |a Hastings, Kevin J. |d 1955- |e Verfasser |0 (DE-588)172128277 |4 aut | |
| 245 | 1 | 0 | |a Introduction to probability with Mathematica |c Kevin J. Hastings |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a Boca Raton [u.a.] |b CRC Press |c 2010 | |
| 300 | |a 451 S. |e 1 CD-ROM (12 cm) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Textbooks in mathematics | |
| 650 | 0 | 7 | |a Mathematica |g Programm |0 (DE-588)4268208-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastik |0 (DE-588)4121729-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Mathematica |g Programm |0 (DE-588)4268208-3 |D s |
| 689 | 0 | 1 | |a Stochastik |0 (DE-588)4121729-9 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 2 | |m Digitalisierung UB Bayreuth |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018628320&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-018628320 | ||
Datensatz im Suchindex
| _version_ | 1804140696903352320 |
|---|---|
| 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
23
1.4
Random Sampling
33
Sampling in Sequence without Replacement
34
Sampling in a Batch without Replacement
38
Other Sampling Situations
42
1.5
Conditional Probability
48
Multiplication Rules
51
Bayes
Formula
56
1.6
Independence
62
Chapter
2 -
Discrete Distributions
2.1
Discrete Random Variables, Distributions,
and Expectations
73
Mean, Variance, and Other Moments
79
Two Special Distributions
85
2.2
Bernoulli and Binomial Random Variables
94
Multinomial Distribution
102
2.3
Geometric and Negative Binomial Random Variables
107
2.4
Poisson
Distribution
115
Poisson
Processes
120
2.5
Joint, Marginal, and Conditional Distributions
124
2.6
More on Expectation
136
Covariance and Correlation
140
Conditional Expectation
148
Chapter
3 -
Continuous Probability
3.1
From the Finite to the (Very) Infinite
159
3.2
Continuous Random Variables and Distributions
171
Joint, Marginal, and Conditional Distributions
178
3.3
Continuous Expectation
192
Chapter
4 -
Continuous Distributions
4.1
The Normal Distribution
207
4.2
Bivariate Normal Distribution
225
Bivariate Normal Density
229
Marginal and Conditional Distributions
235
4.3 New Random Variables
from Old
246
C.D.F. Technique and Simulation
247
Moment-Generating Functions
252
4.4
Order Statistics
259
4.5
Gamma Distributions
273
Main Properties
273
The Exponential Distribution
277
4.6
Chi-Square, Student s t, and F-Distributions
281
Chi-Square Distribution
282
Student s f-Distribution
289
F-Distribution
293
4.7
Transformations of Normal Random Variables
300
Linear Transformations
301
Quadratic Forms in Normal Random Vectors
306
Chapter
5 -
Asymptotic Theory
5.1
Strong and Weak Laws of Large Numbers
313
5.2
Central Limit Theorem
320
Chapter
6 -
Stochastic Processes and Applications
6.1
Markov Chains
329
Short Run Distributions
331
Long Run Distributions
334
Absorbing Chains
338
6.2
Poisson
Processes
344
6.3
Queues
352
Long Run Distribution of System Size
353
Waiting Time Distribution
358
Simulating Queues
359
6.4
Brownian Motion
365
Geometric Brownian Motion
373
6.5
Financial Mathematics
379
Optimal Portfolios
380
Option Pricing
385
Appendices
A. Introduction to
Mathematica
395
B.
Glossary of
Mathematica
Commands for Probability
423
C. Short Answers to Selected Exercises
431
References
445
Index
447
|
| any_adam_object | 1 |
| author | Hastings, Kevin J. 1955- |
| author_GND | (DE-588)172128277 |
| author_facet | Hastings, Kevin J. 1955- |
| author_role | aut |
| author_sort | Hastings, Kevin J. 1955- |
| author_variant | k j h kj kjh |
| building | Verbundindex |
| bvnumber | BV035768574 |
| classification_rvk | SK 800 ST 601 |
| classification_tum | MAT 600f DAT 306f |
| ctrlnum | (OCoLC)634390448 (DE-599)BVBBV035768574 |
| discipline | Informatik Mathematik |
| edition | 2. ed. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01507nam a2200397 c 4500</leader><controlfield tag="001">BV035768574</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20101109 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">091013s2010 |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781420079388</subfield><subfield code="9">978-1-4200-7938-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)634390448</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV035768574</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-20</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-91G</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 800</subfield><subfield code="0">(DE-625)143256:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">ST 601</subfield><subfield code="0">(DE-625)143682:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 600f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">DAT 306f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Hastings, Kevin J.</subfield><subfield code="d">1955-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)172128277</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Introduction to probability with Mathematica</subfield><subfield code="c">Kevin J. Hastings</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Boca Raton [u.a.]</subfield><subfield code="b">CRC Press</subfield><subfield code="c">2010</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">451 S.</subfield><subfield code="e">1 CD-ROM (12 cm)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Textbooks in mathematics</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematica</subfield><subfield code="g">Programm</subfield><subfield code="0">(DE-588)4268208-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastik</subfield><subfield code="0">(DE-588)4121729-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Mathematica</subfield><subfield code="g">Programm</subfield><subfield code="0">(DE-588)4268208-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Stochastik</subfield><subfield code="0">(DE-588)4121729-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Bayreuth</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018628320&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-018628320</subfield></datafield></record></collection> |
| id | DE-604.BV035768574 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:04:05Z |
| institution | BVB |
| isbn | 9781420079388 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018628320 |
| oclc_num | 634390448 |
| open_access_boolean | |
| owner | DE-20 DE-703 DE-91G DE-BY-TUM |
| owner_facet | DE-20 DE-703 DE-91G DE-BY-TUM |
| physical | 451 S. 1 CD-ROM (12 cm) |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | CRC Press |
| record_format | marc |
| series2 | Textbooks in mathematics |
| spelling | Hastings, Kevin J. 1955- Verfasser (DE-588)172128277 aut Introduction to probability with Mathematica Kevin J. Hastings 2. ed. Boca Raton [u.a.] CRC Press 2010 451 S. 1 CD-ROM (12 cm) txt rdacontent n rdamedia nc rdacarrier Textbooks in mathematics 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 Digitalisierung UB Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018628320&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Hastings, Kevin J. 1955- Introduction to probability with Mathematica 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 J. Hastings |
| title_fullStr | Introduction to probability with Mathematica Kevin J. Hastings |
| title_full_unstemmed | Introduction to probability with Mathematica Kevin J. Hastings |
| title_short | Introduction to probability with Mathematica |
| title_sort | introduction to probability with mathematica |
| topic | Mathematica Programm (DE-588)4268208-3 gnd Stochastik (DE-588)4121729-9 gnd |
| topic_facet | Mathematica Programm Stochastik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018628320&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT hastingskevinj introductiontoprobabilitywithmathematica |