Author : Richard J. Larsen
Publisher : Prentice Hall
Page : 424 pages
File Size : 30,23 MB
Release : 1985
Category : Business & Economics
ISBN :
Drawing heavily on real-world examples and case studies, this volume offers a calculus-based, non-measure theoretic, problem-solving-oriented introduction to probability.
Author : Richard L. Scheaffer
Publisher : Cengage Learning
Page : 470 pages
File Size : 14,31 MB
Release : 2010
Category : Probabilities
ISBN : 9781439047262
In this calculus-based text, theory is developed to a practical degree around models used in real-world applications.
Author : Narayanaswamy Balakrishnan
Publisher : John Wiley & Sons
Page : 548 pages
File Size : 50,70 MB
Release : 2021-11-24
Category : Mathematics
ISBN : 1118548558
INTRODUCTION TO PROBABILITY Discover practical models and real-world applications of multivariate models useful in engineering, business, and related disciplines In Introduction to Probability: Multivariate Models and Applications, a team of distinguished researchers delivers a comprehensive exploration of the concepts, methods, and results in multivariate distributions and models. Intended for use in a second course in probability, the material is largely self-contained, with some knowledge of basic probability theory and univariate distributions as the only prerequisite. This textbook is intended as the sequel to Introduction to Probability: Models and Applications. Each chapter begins with a brief historical account of some of the pioneers in probability who made significant contributions to the field. It goes on to describe and explain a critical concept or method in multivariate models and closes with two collections of exercises designed to test basic and advanced understanding of the theory. A wide range of topics are covered, including joint distributions for two or more random variables, independence of two or more variables, transformations of variables, covariance and correlation, a presentation of the most important multivariate distributions, generating functions and limit theorems. This important text: Includes classroom-tested problems and solutions to probability exercises Highlights real-world exercises designed to make clear the concepts presented Uses Mathematica software to illustrate the text’s computer exercises Features applications representing worldwide situations and processes Offers two types of self-assessment exercises at the end of each chapter, so that students may review the material in that chapter and monitor their progress Perfect for students majoring in statistics, engineering, business, psychology, operations research and mathematics taking a second course in probability, Introduction to Probability: Multivariate Models and Applications is also an indispensable resource for anyone who is required to use multivariate distributions to model the uncertainty associated with random phenomena.
Author : Willliam Feller
Publisher : John Wiley & Sons
Page : 708 pages
File Size : 20,76 MB
Release : 2008-08
Category :
ISBN : 9788126518067
· The Exponential and the Uniform Densities· Special Densities. Randomization· Densities in Higher Dimensions. Normal Densities and Processes· Probability Measures and Spaces· Probability Distributions in Rr· A Survey of Some Important Distributions and Processes· Laws of Large Numbers. Applications in Analysis· The Basic Limit Theorems· Infinitely Divisible Distributions and Semi-Groups· Markov Processes and Semi-Groups· Renewal Theory· Random Walks in R1· Laplace Transforms. Tauberian Theorems. Resolvents· Applications of Laplace Transforms· Characteristic Functions· Expansions Related to the Central Limit Theorem,· Infinitely Divisible Distributions· Applications of Fourier Methods to Random Walks· Harmonic Analysis
Author : David F. Anderson
Publisher : Cambridge University Press
Page : 447 pages
File Size : 30,44 MB
Release : 2017-11-02
Category : Mathematics
ISBN : 110824498X
This classroom-tested textbook is an introduction to probability theory, with the right balance between mathematical precision, probabilistic intuition, and concrete applications. Introduction to Probability covers the material precisely, while avoiding excessive technical details. After introducing the basic vocabulary of randomness, including events, probabilities, and random variables, the text offers the reader a first glimpse of the major theorems of the subject: the law of large numbers and the central limit theorem. The important probability distributions are introduced organically as they arise from applications. The discrete and continuous sides of probability are treated together to emphasize their similarities. Intended for students with a calculus background, the text teaches not only the nuts and bolts of probability theory and how to solve specific problems, but also why the methods of solution work.
Author : Géza Schay
Publisher : Birkhäuser
Page : 389 pages
File Size : 44,99 MB
Release : 2016-06-17
Category : Mathematics
ISBN : 3319306200
Now in its second edition, this textbook serves as an introduction to probability and statistics for non-mathematics majors who do not need the exhaustive detail and mathematical depth provided in more comprehensive treatments of the subject. The presentation covers the mathematical laws of random phenomena, including discrete and continuous random variables, expectation and variance, and common probability distributions such as the binomial, Poisson, and normal distributions. More classical examples such as Montmort's problem, the ballot problem, and Bertrand’s paradox are now included, along with applications such as the Maxwell-Boltzmann and Bose-Einstein distributions in physics. Key features in new edition: * 35 new exercises * Expanded section on the algebra of sets * Expanded chapters on probabilities to include more classical examples * New section on regression * Online instructors' manual containing solutions to all exercises“/p> Advanced undergraduate and graduate students in computer science, engineering, and other natural and social sciences with only a basic background in calculus will benefit from this introductory text balancing theory with applications. Review of the first edition: This textbook is a classical and well-written introduction to probability theory and statistics. ... the book is written ‘for an audience such as computer science students, whose mathematical background is not very strong and who do not need the detail and mathematical depth of similar books written for mathematics or statistics majors.’ ... Each new concept is clearly explained and is followed by many detailed examples. ... numerous examples of calculations are given and proofs are well-detailed." (Sophie Lemaire, Mathematical Reviews, Issue 2008 m)
Author : Sheldon M. Ross
Publisher : Academic Press
Page : 801 pages
File Size : 37,94 MB
Release : 2006-12-11
Category : Mathematics
ISBN : 0123756871
Introduction to Probability Models, Tenth Edition, provides an introduction to elementary probability theory and stochastic processes. There are two approaches to the study of probability theory. One is heuristic and nonrigorous, and attempts to develop in students an intuitive feel for the subject that enables him or her to think probabilistically. The other approach attempts a rigorous development of probability by using the tools of measure theory. The first approach is employed in this text. The book begins by introducing basic concepts of probability theory, such as the random variable, conditional probability, and conditional expectation. This is followed by discussions of stochastic processes, including Markov chains and Poison processes. The remaining chapters cover queuing, reliability theory, Brownian motion, and simulation. Many examples are worked out throughout the text, along with exercises to be solved by students. This book will be particularly useful to those interested in learning how probability theory can be applied to the study of phenomena in fields such as engineering, computer science, management science, the physical and social sciences, and operations research. Ideally, this text would be used in a one-year course in probability models, or a one-semester course in introductory probability theory or a course in elementary stochastic processes. New to this Edition: - 65% new chapter material including coverage of finite capacity queues, insurance risk models and Markov chains - Contains compulsory material for new Exam 3 of the Society of Actuaries containing several sections in the new exams - Updated data, and a list of commonly used notations and equations, a robust ancillary package, including a ISM, SSM, and test bank - Includes SPSS PASW Modeler and SAS JMP software packages which are widely used in the field Hallmark features: - Superior writing style - Excellent exercises and examples covering the wide breadth of coverage of probability topics - Real-world applications in engineering, science, business and economics
Author : Liliana Blanco Castañeda
Publisher : John Wiley & Sons
Page : 613 pages
File Size : 26,87 MB
Release : 2014-08-21
Category : Mathematics
ISBN : 1118344960
An easily accessible, real-world approach to probability and stochastic processes Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing readers with a solid foundation they can build upon throughout their careers. With an emphasis on applications in engineering, applied sciences, business and finance, statistics, mathematics, and operations research, the book features numerous real-world examples that illustrate how random phenomena occur in nature and how to use probabilistic techniques to accurately model these phenomena. The authors discuss a broad range of topics, from the basic concepts of probability to advanced topics for further study, including Itô integrals, martingales, and sigma algebras. Additional topical coverage includes: Distributions of discrete and continuous random variables frequently used in applications Random vectors, conditional probability, expectation, and multivariate normal distributions The laws of large numbers, limit theorems, and convergence of sequences of random variables Stochastic processes and related applications, particularly in queueing systems Financial mathematics, including pricing methods such as risk-neutral valuation and the Black-Scholes formula Extensive appendices containing a review of the requisite mathematics and tables of standard distributions for use in applications are provided, and plentiful exercises, problems, and solutions are found throughout. Also, a related website features additional exercises with solutions and supplementary material for classroom use. Introduction to Probability and Stochastic Processes with Applications is an ideal book for probability courses at the upper-undergraduate level. The book is also a valuable reference for researchers and practitioners in the fields of engineering, operations research, and computer science who conduct data analysis to make decisions in their everyday work.
Author : Bert E. Fristedt
Publisher : Springer Science & Business Media
Page : 775 pages
File Size : 22,97 MB
Release : 2013-11-21
Category : Mathematics
ISBN : 1489928375
Students and teachers of mathematics and related fields will find this book a comprehensive and modern approach to probability theory, providing the background and techniques to go from the beginning graduate level to the point of specialization in research areas of current interest. The book is designed for a two- or three-semester course, assuming only courses in undergraduate real analysis or rigorous advanced calculus, and some elementary linear algebra. A variety of applications—Bayesian statistics, financial mathematics, information theory, tomography, and signal processing—appear as threads to both enhance the understanding of the relevant mathematics and motivate students whose main interests are outside of pure areas.
Author : Boris Vladimirovich Gnedenko
Publisher : Courier Corporation
Page : 162 pages
File Size : 46,1 MB
Release : 1962-01-01
Category : Mathematics
ISBN : 0486601552
This compact volume equips the reader with all the facts and principles essential to a fundamental understanding of the theory of probability. It is an introduction, no more: throughout the book the authors discuss the theory of probability for situations having only a finite number of possibilities, and the mathematics employed is held to the elementary level. But within its purposely restricted range it is extremely thorough, well organized, and absolutely authoritative. It is the only English translation of the latest revised Russian edition; and it is the only current translation on the market that has been checked and approved by Gnedenko himself. After explaining in simple terms the meaning of the concept of probability and the means by which an event is declared to be in practice, impossible, the authors take up the processes involved in the calculation of probabilities. They survey the rules for addition and multiplication of probabilities, the concept of conditional probability, the formula for total probability, Bayes's formula, Bernoulli's scheme and theorem, the concepts of random variables, insufficiency of the mean value for the characterization of a random variable, methods of measuring the variance of a random variable, theorems on the standard deviation, the Chebyshev inequality, normal laws of distribution, distribution curves, properties of normal distribution curves, and related topics. The book is unique in that, while there are several high school and college textbooks available on this subject, there is no other popular treatment for the layman that contains quite the same material presented with the same degree of clarity and authenticity. Anyone who desires a fundamental grasp of this increasingly important subject cannot do better than to start with this book. New preface for Dover edition by B. V. Gnedenko.
