Lectures in Elementary Probability Theory and Stochastic Processes

Falmagne,Jean-Claude; Falmagne, Jean-Claude

ISBN 10: 0072448903 / ISBN 13: 9780072448900

Editore: McGraw-Hill Science/Engineering/Math, 2002

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A well-cared-for item that has seen limited use but remains in great condition. The item is complete, unmarked, and undamaged, but may show some limited signs of wear. Item works perfectly. Pages are intact and not marred by notes or highlighting. The spine is undamaged. Codice articolo 4BQWN8004R1W_ns

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Titolo: Lectures in Elementary Probability Theory ...

Casa editrice: McGraw-Hill Science/Engineering/Math

Data di pubblicazione: 2002

Legatura: hardcover

Condizione: Very Good

Descrizione articolo

Riassunto:

This text is designed for undergraduate mathematics students or graduate students in the sciences. Each chapter corresponds to a fifty-minute lecture. LECTURES IN ELEMENTARY PROBABILITY THEORY AND STOCHASTIC PROCESSES can be used in a prerequisite course for Statistics (for math majors) or Mathematical Modeling. The first eighteen chapters could be used in a one-quarter course, and the entire text is appropriate for a one-semester course.

Contenuti:

1 Preliminaries

2 Sample Space and Events

3 Probability and Area

4 Probability Measures

5 Basic Rules of Probability Calculus

6 Sampling

7 Counting Subsets

8 Discrete Distributions

9 Conditional Probabilities

10 Independence and Bayes Theorem

11 The Principle of Maximum Likelihood

12 Random Variables

13 Distribution Functions

14 Continuous Random Variables

15 Expectation and Moments

16 Covariance and Correlation

17 The Law of Large Numbers

18 Moment Generating Functions

19 Multivariate Distributions

20 Bivariate Normal Distributions

21 Finite Markov Chains, Basic Concepts

22 Homogeneous Markov Chains

23 Random Walks

24 Poisson Processes

Solutions and Hints for Selected Problems

Glossary of Symbols

Index

Bibliography