Computational Probability

Algorithms and Applications in the Mathematical Sciences
2008
ISBN: 978-0-387-74675-3
Verlag: Springer

Buch, Englisch, Band 117, 222 Seiten, Book, Format (B × H): 155 mm x 235 mm, Gewicht: 1110 g

Reihe: International Series in Operations Research & Management Science

This title organizes computational probability methods into a systematic treatment. The book examines two categories of problems. "Algorithms for Continuous Random Variables" covers data structures and algorithms, transformations of random variables, and products of independent random variables. "Algorithms for Discrete Random Variables" discusses data structures and algorithms, sums of independent random variables, and order statistics.

Zielgruppe

Professional/practitioner

Autoren/Hrsg.

Drew, John H.

Evans, Diane L.

Glen, Andrew G.

Leemis, Lawrence

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen
• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensforschung

Inhaltsverzeichnis

Computational Probability.- Maple for APPL.- Algorithms for Continuous Random Variables.- Data Structures and Simple Algorithms.- Transformations of Random Variables.- Products of Random Variables.- Algorithms for Discrete Random Variables.- Data Structures and Simple Algorithms.- Sums of Independent Random Variables.- Order Statistics.- Applications.- Reliability and Survival Analysis.- Stochastic Simulation.- Other Applications.