Allen / Rheinboldt Probability, Statistics, and Queueing Theory

With Computer Science Applications
1. Auflage 2014
ISBN: 978-1-4832-6659-6
Verlag: Elsevier Science & Techn.
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 408 Seiten, Web PDF

Probability, Statistics, and Queueing Theory: With Computer Science Applications focuses on the use of statistics and queueing theory for the design and analysis of data communication systems, emphasizing how the theorems and theory can be used to solve practical computer science problems. This book is divided into three parts. The first part discusses the basic concept of probability, probability distributions commonly used in applied probability, and important concept of a stochastic process. Part II covers the discipline of queueing theory, while Part III deals with statistical inference. This publication is designed as a junior-senior level textbook on applied probability and statistics with computer science applications, but is also a self-study book for practicing computer science (data processing) professionals.

Autoren/Hrsg.

Allen, Arnold O.

Rheinboldt, Werner

Inhaltsverzeichnis

1;Front Cover;1
2;Probability, Statistics, and Queueing Theory: With Computer Science Applications;4
3;Copyright Page;5
4;Table of Contents;8
5;Dedication;6
6;PREFACE;12
7;ACKNOWLEDGMENTS;16
8;Chapter One. INTRODUCTION;20
9;PART ONE: PROBABILITY;24
9.1;Chapter Two. PROBABILITY AND RANDOM VARIABLES;26
9.1.1;INTRODUCTION;26
9.1.2;2.1 SAMPLE SPACES AND EVENTS;27
9.1.3;2.2 PROBABILITY MEASURES;31
9.1.4;2.3 COMBINATORIAL ANALYSIS;35
9.1.5;2.4 CONDITIONAL PROBABILITY AND INDEPENDENCE;38
9.1.6;2.5 RANDOM VARIABLES;45
9.1.7;2.6 PARAMETERS OF RANDOM VARIABLES;51
9.1.8;2.7 JOINTLY DISTRIBUTED RANDOM VARIABLES;55
9.1.9;2.8 CONDITIONAL EXPECTATION;66
9.1.10;2.9 TRANSFORM METHODS;72
9.1.11;2.10 INEQUALITIES AND APPLICATIONS;79
9.1.12;2.11 SUMMARY;84
9.1.13;Exercises;85
9.1.14;References;88
9.2;Chapter Three. PROBABILITY DISTRIBUTIONS;89
9.2.1;INTRODUCTION;89
9.2.2;3.1 DISCRETE RANDOM VARIABLES;90
9.2.3;3.2 CONTINUOUS RANDOM VARIABLES;99
9.2.4;3.3 CENTRAL LIMIT THEOREM;122
9.2.5;3.4 SUMMARY;127
9.2.6;Exercises;128
9.2.7;References;131
9.3;Chapter Four. STOCHASTIC PROCESSES;132
9.3.1;INTRODUCTION;132
9.3.2;4.1 STOCHASTIC PROCESS DEFINITIONS;133
9.3.3;4.2 THE POISSON PROCESS;136
9.3.4;4.3 BIRTH-AND-DEATH PROCESS;140
9.3.5;4.4 MARKOV CHAINS;148
9.3.6;4.5 SUMMARY;163
9.3.7;Exercises;164
9.3.8;References;164
10;PART TWO: QUEUEING THEORY;166
10.1;Chapter Five. QUEUEING THEORY;168
10.1.1;INTRODUCTION;168
10.1.2;5.1 DESCRIBING A QUEUEING SYSTEM;170
10.1.3;5.2 BIRTH-AND-DEATH PROCESS QUEUEING MODELS;179
10.1.4;5.3 EMBEDDED MARKOV CHAIN QUEUEING SYSTEMS;212
10.1.5;5.4 M/G/1 PRIORITY QUEUEING SYSTEMS;232
10.1.6;5.5 APPROXIMATIONS;236
10.1.7;5.6 SUMMARY;244
10.1.8;Exercises;245
10.1.9;References;252
10.2;Chapter Six. QUEUEING THEORY MODELS OF COMPUTER SYSTEMS;253
10.2.1;6.1 INTRODUCTION;253
10.2.2;6.2 INFINITE MODELS;254
10.2.3;6.3 FINITE MODELS;269
10.2.4;6.4 SUMMARY;286
10.2.5;Exercises;287
10.2.6;References;288
11;PART THREE: STATISTICAL INFERENCE;290
11.1;Chapter Seven. ESTIMATION;292
11.1.1;INTRODUCTION;292
11.1.2;7.1 ESTIMATORS;294
11.1.3;7.2 CONFIDENCE INTERVALS;302
11.1.4;7.3 ESTIMATING QUEUEING SYSTEM PARAMETERS;307
11.1.5;7.4 SUMMARY;309
11.1.6;Exercises;309
11.1.7;References;310
11.2;Chapter Eight. HYPOTHESIS TESTING;311
11.2.1;8.1 INTRODUCTION;311
11.2.2;8.2 TESTS CONCERNING MEANS;316
11.2.3;8.3 TESTS CONCERNING VARIANCES;324
11.2.4;8.4 GOODNESS-OF-FIT TESTS;326
11.2.5;8.5 SUMMARY;336
11.2.6;Exercises;339
11.2.7;References;340
12;Appendix A: STATISTICAL TABLES;342
13;Appendix B: APL PROGRAMS;356
13.1;References;368
14;Appendix C: QUEUEING THEORY DEFINITIONS AND FORMULAS;369
15;NUMERICAL ANSWERS TO SELECTED EXERCISES;403
16;INDEX;406