Lectures in Elementary Probability Theory and Stochastic Processes
Published on 16. July 2002
Book
Hardback
288 pages
978-0-07-244890-0 (ISBN)
Description
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.
More details
Language
English
Place of publication
United States
Publishing group
McGraw-Hill Education - Europe
Target group
College/higher education
Dimensions
Height: 236 mm
Width: 165 mm
Thickness: 17 mm
Weight
522 gr
ISBN-13
978-0-07-244890-0 (9780072448900)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Content
1 Preliminaries2 Sample Space and Events3 Probability and Area4 Probability Measures5 Basic Rules of Probability Calculus6 Sampling7 Counting Subsets8 Discrete Distributions9 Conditional Probabilities10 Independence and Bayes Theorem11 The Principle of Maximum Likelihood12 Random Variables13 Distribution Functions14 Continuous Random Variables15 Expectation and Moments16 Covariance and Correlation17 The Law of Large Numbers18 Moment Generating Functions19 Multivariate Distributions20 Bivariate Normal Distributions21 Finite Markov Chains, Basic Concepts22 Homogeneous Markov Chains23 Random Walks24 Poisson ProcessesSolutions and Hints for Selected ProblemsGlossary of SymbolsIndexBibliography