Introduction to Probability with Mathematica - Rilegato

Hastings, Kevin J.

Rilegato

ISBN 10: 1584881097 ISBN 13: 9781584881094

Casa editrice: Chapman and Hall/CRC, 2000

Riassunto

Updated to conform to Mathematica® 7.0, Introduction to Probability with Mathematica®, Second Edition continues to show students how to easily create simulations from templates and solve problems using Mathematica. It provides a real understanding of probabilistic modeling and the analysis of data and encourages the application of these ideas to practical problems. The accompanyingdownloadable resources offer instructors the option of creating class notes, demonstrations, and projects.

New to the Second Edition

• Expanded section on Markov chains that includes a study of absorbing chains



• New sections on order statistics, transformations of multivariate normal random variables, and Brownian motion



• More example data of the normal distribution



• More attention on conditional expectation, which has become significant in financial mathematics



• Additional problems from Actuarial Exam P



• New appendix that gives a basic introduction to Mathematica



• New examples, exercises, and data sets, particularly on the bivariate normal distribution



• New visualization and animation features from Mathematica 7.0



• Updated Mathematica notebooks on the downloadable resources.

After covering topics in discrete probability, the text presents a fairly standard treatment of common discrete distributions. It then transitions to continuous probability and continuous distributions, including normal, bivariate normal, gamma, and chi-square distributions. The author goes on to examine the history of probability, the laws of large numbers, and the central limit theorem. The final chapter explores stochastic processes and applications, ideal for students in operations research and finance.

Su questo libro

Contenuti

DISCRETE PROBABILITY
The Cast of Characters
Properties of Probability
Simulation
Random Sampling
Conditional Probability
Independence

DISCRETE DISTRIBUTIONS
Discrete Random Variables, Distributions, and Expectations
Bernoulli and Binomial Random Variables
Geometric and negative Binomial Random Variables
Poisson Distribution
Joint, Marginal, and Conditional Distributions
More on Expectation

CONTINUOUS PROBABILITY
From the Finite to the (Very) Infinite
Continuous Random Variables and Distributions
Continuous Expectation

CONTINUOUS DISTRIBUTIONS
The Normal Distribution
Bivariate Normal Distribution
New Random Variable from Old
Gamma Distributions
Chi-Square, Student's t, and F-Distributions

ASYMPTOTIC THEORY
Strong and Weak Laws of Large Numbers
Central limit Theorem

APPLICATIONS OF PROBABILITY
Markov Chains
Queues
Mathematical Finance

APPENDIX
Short Answers to Selected Exercises
Glossary of Mathematica Commands for Probability

Product Description

Book by Hastings Kevin J

Dettagli dell'edizione

• Editore: Chapman and Hall/CRC
• Data di pubblicazione: 2000
• Lingua: Inglese
• ISBN 10: 1584881097
• ISBN 13: 9781584881094
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 400
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile