Probability 2

Author : Albert N. Shiryaev
Publisher : Springer
Page : 0 pages
File Size : 50,8 Mb
Release : 2021-07-21
Category : Mathematics
ISBN : 1071618296

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Probability-2 by Albert N. Shiryaev Pdf

Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.

Author : Michael J. Evans,Jeffrey S. Rosenthal
Publisher : WH Freeman
Page : 200 pages
File Size : 44,9 Mb
Release : 2010-03-01
Category : Mathematics
ISBN : 1429224630

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Probability and Statistics by Michael J. Evans,Jeffrey S. Rosenthal Pdf

Unlike traditional introductory math/stat textbooks, Probability and Statistics: The Science of Uncertainty brings a modern flavor to the course, incorporating the computer and offering an integrated approach to inference that includes the frequency approach and the Bayesian inference. From the start the book integrates simulations into its theoretical coverage, and emphasizes the use of computer-powered computation throughout. Math and science majors with just one year of calculus can use this text and experience a refreshing blend of applications and theory that goes beyond merely mastering the technicalities. The new edition includes a number of features designed to make the material more accessible and level-appropriate to the students taking this course today.

Author : Albert N. Shiryaev
Publisher : Springer
Page : 348 pages
File Size : 51,6 Mb
Release : 2019-03-23
Category : Mathematics
ISBN : 9780387722085

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Probability-2 by Albert N. Shiryaev Pdf

Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.

Author : Albert N. Shiryaev
Publisher : Springer
Page : 486 pages
File Size : 53,8 Mb
Release : 2016-07-08
Category : Mathematics
ISBN : 9780387722061

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Probability-1 by Albert N. Shiryaev Pdf

Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.

Author : J. Hoffman-Jorgensen
Publisher : Routledge
Page : 552 pages
File Size : 51,6 Mb
Release : 2017-11-22
Category : Mathematics
ISBN : 9781351421553

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Probability With a View Towards Statistics, Volume II by J. Hoffman-Jorgensen Pdf

Volume II of this two-volume text and reference work concentrates on the applications of probability theory to statistics, e.g., the art of calculating densities of complicated transformations of random vectors, exponential models, consistency of maximum estimators, and asymptotic normality of maximum estimators. It also discusses topics of a pure probabilistic nature, such as stochastic processes, regular conditional probabilities, strong Markov chains, random walks, and optimal stopping strategies in random games. Unusual topics include the transformation theory of densities using Hausdorff measures, the consistency theory using the upper definition function, and the asymptotic normality of maximum estimators using twice stochastic differentiability. With an emphasis on applications to statistics, this is a continuation of the first volume, though it may be used independently of that book. Assuming a knowledge of linear algebra and analysis, as well as a course in modern probability, Volume II looks at statistics from a probabilistic point of view, touching only slightly on the practical computation aspects.

Author : Ronald Deep
Publisher : Academic Press
Page : 708 pages
File Size : 47,9 Mb
Release : 2005-10-25
Category : Mathematics
ISBN : 9780123694638

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Probability and Statistics by Ronald Deep Pdf

Probability & Statistics with Integrated Software Routines is a calculus-based treatment of probability concurrent with and integrated with statistics through interactive, tailored software applications designed to enhance the phenomena of probability and statistics. The software programs make the book unique.The book comes with a CD containing the interactive software leading to the Statistical Genie. The student can issue commands repeatedly while making parameter changes to observe the effects. Computer programming is an excellent skill for problem solvers, involving design,

Author : Jim Albert,Jingchen Hu
Publisher : CRC Press
Page : 553 pages
File Size : 40,5 Mb
Release : 2019-12-06
Category : Mathematics
ISBN : 9781351030137

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Probability and Bayesian Modeling by Jim Albert,Jingchen Hu Pdf

Probability and Bayesian Modeling is an introduction to probability and Bayesian thinking for undergraduate students with a calculus background. The first part of the book provides a broad view of probability including foundations, conditional probability, discrete and continuous distributions, and joint distributions. Statistical inference is presented completely from a Bayesian perspective. The text introduces inference and prediction for a single proportion and a single mean from Normal sampling. After fundamentals of Markov Chain Monte Carlo algorithms are introduced, Bayesian inference is described for hierarchical and regression models including logistic regression. The book presents several case studies motivated by some historical Bayesian studies and the authors’ research. This text reflects modern Bayesian statistical practice. Simulation is introduced in all the probability chapters and extensively used in the Bayesian material to simulate from the posterior and predictive distributions. One chapter describes the basic tenets of Metropolis and Gibbs sampling algorithms; however several chapters introduce the fundamentals of Bayesian inference for conjugate priors to deepen understanding. Strategies for constructing prior distributions are described in situations when one has substantial prior information and for cases where one has weak prior knowledge. One chapter introduces hierarchical Bayesian modeling as a practical way of combining data from different groups. There is an extensive discussion of Bayesian regression models including the construction of informative priors, inference about functions of the parameters of interest, prediction, and model selection. The text uses JAGS (Just Another Gibbs Sampler) as a general-purpose computational method for simulating from posterior distributions for a variety of Bayesian models. An R package ProbBayes is available containing all of the book datasets and special functions for illustrating concepts from the book. A complete solutions manual is available for instructors who adopt the book in the Additional Resources section.

Author : K. L. Chung
Publisher : Springer Science & Business Media
Page : 332 pages
File Size : 44,9 Mb
Release : 2013-03-09
Category : Mathematics
ISBN : 9781475751147

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Elementary Probability Theory with Stochastic Processes by K. L. Chung Pdf

In the past half-century the theory of probability has grown from a minor isolated theme into a broad and intensive discipline interacting with many other branches of mathematics. At the same time it is playing a central role in the mathematization of various applied sciences such as statistics, opera tions research, biology, economics and psychology-to name a few to which the prefix "mathematical" has so far been firmly attached. The coming-of-age of probability has been reflected in the change of contents of textbooks on the subject. In the old days most of these books showed a visible split personality torn between the combinatorial games of chance and the so-called "theory of errors" centering in the normal distribution. This period ended with the appearance of Feller's classic treatise (see [Feller l]t) in 1950, from the manuscript of which I gave my first substantial course in probability. With the passage of time probability theory and its applications have won a place in the college curriculum as a mathematical discipline essential to many fields of study. The elements of the theory are now given at different levels, sometimes even before calculus. The present textbook is intended for a course at about the sophomore level. It presupposes no prior acquaintance with the subject and the first three chapters can be read largely without the benefit of calculus.

Author : David Stirzaker
Publisher : Cambridge University Press
Page : 540 pages
File Size : 42,6 Mb
Release : 2003-08-18
Category : Mathematics
ISBN : 9781139441032

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Elementary Probability by David Stirzaker Pdf

Now available in a fully revised and updated second edition, this well established textbook provides a straightforward introduction to the theory of probability. The presentation is entertaining without any sacrifice of rigour; important notions are covered with the clarity that the subject demands. Topics covered include conditional probability, independence, discrete and continuous random variables, basic combinatorics, generating functions and limit theorems, and an introduction to Markov chains. The text is accessible to undergraduate students and provides numerous worked examples and exercises to help build the important skills necessary for problem solving.

Author : Daniel Li,Hervé Queffélec
Publisher : Cambridge University Press
Page : 463 pages
File Size : 41,5 Mb
Release : 2017-11-02
Category : Mathematics
ISBN : 9781107160514

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Introduction to Banach Spaces: Analysis and Probability by Daniel Li,Hervé Queffélec Pdf

This first volume of a two-volume overview covers the basic theory of Banach spaces, harmonic analysis and probability.

Author : John E. Freund
Publisher : Courier Corporation
Page : 247 pages
File Size : 40,7 Mb
Release : 2012-05-11
Category : Mathematics
ISBN : 9780486158433

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Introduction to Probability by John E. Freund Pdf

Featured topics include permutations and factorials, probabilities and odds, frequency interpretation, mathematical expectation, decision making, postulates of probability, rule of elimination, much more. Exercises with some solutions. Summary. 1973 edition.

Author : Albert Shiryaev
Publisher : Springer Science & Business Media
Page : 636 pages
File Size : 52,8 Mb
Release : 2013-11-11
Category : Mathematics
ISBN : 9781475725391

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Probability by Albert Shiryaev Pdf

In the Preface to the first edition, originally published in 1980, we mentioned that this book was based on the author's lectures in the Department of Mechanics and Mathematics of the Lomonosov University in Moscow, which were issued, in part, in mimeographed form under the title "Probabil ity, Statistics, and Stochastic Processors, I, II" and published by that Univer sity. Our original intention in writing the first edition of this book was to divide the contents into three parts: probability, mathematical statistics, and theory of stochastic processes, which corresponds to an outline of a three semester course of lectures for university students of mathematics. However, in the course of preparing the book, it turned out to be impossible to realize this intention completely, since a full exposition would have required too much space. In this connection, we stated in the Preface to the first edition that only probability theory and the theory of random processes with discrete time were really adequately presented. Essentially all of the first edition is reproduced in this second edition. Changes and corrections are, as a rule, editorial, taking into account com ments made by both Russian and foreign readers of the Russian original and ofthe English and Germantranslations [Sll]. The author is grateful to all of these readers for their attention, advice, and helpful criticisms. In this second English edition, new material also has been added, as follows: in Chapter 111, §5, §§7-12; in Chapter IV, §5; in Chapter VII, §§8-10.

Author : Darrin Speegle,Bryan Clair
Publisher : CRC Press
Page : 513 pages
File Size : 52,7 Mb
Release : 2021-11-25
Category : Business & Economics
ISBN : 9781000504163

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Probability, Statistics, and Data by Darrin Speegle,Bryan Clair Pdf

This book is a fresh approach to a calculus based, first course in probability and statistics, using R throughout to give a central role to data and simulation. The book introduces probability with Monte Carlo simulation as an essential tool. Simulation makes challenging probability questions quickly accessible and easily understandable. Mathematical approaches are included, using calculus when appropriate, but are always connected to experimental computations. Using R and simulation gives a nuanced understanding of statistical inference. The impact of departure from assumptions in statistical tests is emphasized, quantified using simulations, and demonstrated with real data. The book compares parametric and non-parametric methods through simulation, allowing for a thorough investigation of testing error and power. The text builds R skills from the outset, allowing modern methods of resampling and cross validation to be introduced along with traditional statistical techniques. Fifty-two data sets are included in the complementary R package fosdata. Most of these data sets are from recently published papers, so that you are working with current, real data, which is often large and messy. Two central chapters use powerful tidyverse tools (dplyr, ggplot2, tidyr, stringr) to wrangle data and produce meaningful visualizations. Preliminary versions of the book have been used for five semesters at Saint Louis University, and the majority of the more than 400 exercises have been classroom tested. The exercises in the book have been added to to the free and open online homework system myopenmath (https://www.myopenmath.com/) which may be useful to instructors.

Author : Rick Durrett
Publisher : Cambridge University Press
Page : 128 pages
File Size : 51,6 Mb
Release : 2010-08-30
Category : Mathematics
ISBN : 9781139491136

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Probability by Rick Durrett Pdf

This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.

Author : Lucien Marie Le Cam,Jerzy Neyman
Publisher : Univ of California Press
Page : 964 pages
File Size : 53,7 Mb
Release : 1967
Category : Biometry
ISBN : 8210379456XXX

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Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability by Lucien Marie Le Cam,Jerzy Neyman Pdf