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Intermediate Probability A Computational Approach~tqw~ darksiderg

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Intermediate Probability: A Computational Approach
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Type.................: Ebook
Part Size............: 3,989,359 bytes




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Posted by............: ~tqw~

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Release Notes
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Intermediate Probability is the natural extension of the author's Fundamental
Probability. It details several highly important topics, from standard ones such
as order statistics, multivariate normal, and convergence concepts, to more
advanced ones which are usually not addressed at this mathematical level, or
have never previously appeared in textbook form. The author adopts a
computational approach throughout, allowing the reader to directly implement the
methods, thus greatly enhancing the learning experience and clearly illustrating
the applicability, strengths, and weaknesses of the theory.

Table of Contents

Preface.
I Sums of Random Variables.
1 Generating functions.
2 Sums and other functions of several random variables.
3 The multivariate normal distribution.
II Asymptotics and Other Approximations.
4 Convergence concepts.
5 Saddlepoint approximations.
6 Order statistics.
III More Flexible and Advanced Random Variables.
7 Generalizing and mixing.
8 The stable Paretian distribution.
9 Generalized inverse Gaussian and generalized hyperbolic distributions.
10 Noncentral distributions.
A Notation and distribution tables.
References.
Index.

Product Details

* ISBN: 0470026375
* ISBN-13: 9780470026373
* Format: Hardcover, 480pp
* Publisher: Wiley, John & Sons, Incorporated
* Pub. Date: October 2007

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