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Probability: Modeling And Applications To Random Processes.

Probability: Modeling And Applications To Random Processes.

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  • ISBN:9780471458920
  • Editorial: Wiley & Sons Ltd.
  • Fecha de la edición:
  • Encuadernación:Tapa dura
  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:488
  • Idiomas:Ingles,Inglés

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This book takes an innovative approach to calculus-based probability theory, considering it within a framework for creating models of random phenomena. The author focuses on the synthesis of stochastic models concurrent with the development of distribution theory while also introducing the reader to basic statistical inference. In this way, the major stochastic processes are blended with coverage of probability laws, random variables, and distribution theory, equipping the reader to be a true problem solver and critical thinker.

Deliberately conversational in tone, Probability is written for students in junior- or senior-level probability courses majoring in mathematics, statistics, computer science, or engineering. The book offers a lucid and mathematicallysound introduction to how probability is used to model random behavior in the natural world. The text contains the following chapters:

Modeling
Sets and Functions
Probability Laws I: Building on the Axioms
Probability Laws II: Results of Conditioning
Random Variables and Stochastic Processes
Discrete Random Variables and Applications in Stochastic Processes
Continuous Random Variables and Applications in Stochastic Processes
Covariance and Correlation Among Random Variables
Included exercises cover a wealth of additional concepts, such as conditional independence, Simpson's paradox, acceptance sampling, geometric probability, simulation, exponential families of distributions, Jensen's inequality, and many non-standard probability distributions.

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