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Mathematics of chance
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Mathematics of chance

Mathematics of chance

Andel Jiri

234 pages, parution le 01/02/2001

Résumé

This introduction to elementary probability theory is intended to serve as a pocketbook for applied statisticians. It uses basic concepts for solving problems collected from many books and journals. While most are very new, some of the problems presented have a long history, yet have been solved only recently.

Table of Contents

Preface xvii
Acknowledgments xix
Introduction xxi
1 Probability 1
1.1 Introduction 1
1.2 Classical probability 3
1.3 Geometric probability 8
1.4 Dependence and independence 10
1.5 Bayes' theorem 13
1.6 Medical diagnostics 15
1.7 Random variables 19
1.8 Mang Kung dice game 22
1.9 Some discrete distributions 24
1.10 Some continuous distributions 26
2 Random walk 29
2.1 Gambler's ruin 29
2.2 American roulette 32
2.3 A reluctant random walk 34
2.4 Random walk until no shoes are available 38
2.5 Three-tower problem 39
2.6 Gambler's ruin problem with ties 41
2.7 Problem of prize division 43
2.8 Tennis 47
2.9 Wolf and sheep 50
3 Principle of reflection 53
3.1 Ticket-selling automat 53
3.2 Known structure of the queue 54
3.3 Queue with random structure 57
3.4 Random number of customers 59
4 Records 63
4.1 Records, probability, and statistics 63
4.2 Expected number of records 64
4.3 Probability of r records 66
4.4 Stirling numbers 68
4.5 Indicators 70
4.6 When records occur 72
4.7 Temperature records in Prague 74
4.8 How long we wait for the next record 75
4.9 Some applications of records 78
5 Problems that concern waiting 79
5.1 Geometric distribution 79
5.2 Problem about keys 83
5.3 Collection problems 84
5.4 When two players wait for a success 86
5.5 Waiting for a series of identical events 86
5.6 Lunch 87
5.7 Waiting student 89
5.8 Waiting for a bus in a town 90
6 Problems that concern optimization 93
6.1 Analysis of blood 93
6.2 Overbooking airline flights 95
6.3 Secretary problem 97
6.4 A birthday is not a workday 100
6.5 Voting 100
6.6 Dice without transitivity 103
6.7 How to increase reliability 105
6.8 Exam taking strategy 110
6.9 Two unknown numbers 113
6.10 Archers 115
6.11 A stacking problem 115
6.12 No risk, no win 117
7 Problems on calculating probability 119
7.1 Dormitory 119
7.2 Too many marriages 123
7.3 Tossing coins until all show heads 124
7.4 Anglers 126
7.5 Birds 127
7.6 Sultan and Caliph 129
7.7 Penalties 130
7.8 Two 6s and two 5s 131
7.9 Principle of inclusion and exclusion 132
7.10 More heads on coins 133
7.11 How combinatorial identities are born 134
7.12 Exams 135
7.13 Wyverns 136
7.14 Gaps among balls 137
7.15 Numbered pegs 139
7.16 Crux Mathematicorum 140
7.17 Ties in elections 141
7.18 Craps 143
7.19 Problem of exceeding 12 144
8 Problems on calculating expectation 147
8.1 Christmas party 147
8.2 Spaghetti 149
8.3 Elevator 151
8.4 Matching pairs of socks 152
8.5 A guessing game 153
8.6 Expected number of draws 155
8.7 Length of the wire 156
8.8 Ancient Jewish game 158
8.9 Expected value of the smallest element 160
8.10 Ballot count 161
8.11 Bernoulli problem 164
8.12 Equal numbers of heads and tails 165
8.13 Pearls 166
9 Problems on statistical methods 169
9.1 Proofreading 169
9.2 How to enhance the accuracy of a measurement 171
9.3 How to determine the area of a square 172
9.4 Two routes to the airport 175
9.5 Christmas inequality 178
9.6 Cinderella 180
10 The LAD method 185
10.1 Median 185
10.2 Least squares method 186
10.3 LAD method 188
10.4 Laplace method 189
10.5 General straight line 190
10.6 LAD method in a general case 191
11 Probability in mathematics 195
11.1 Quadratic equations 195
11.2 Sum and product of random numbers 198
11.3 Socks and number theory 201
11.4 Tshebyshev problem 203
11.5 Random triangle 205
11.6 Lattice-point triangles 209
12 Matrix games 211
12.1 Linear programming 211
12.2 Pure strategies 213
12.3 Mixed strategies 215
12.4 Solution of matrix games 216
12.5 Solution of 2 [times] 2 games 218
12.6 Two-finger mora 219
12.7 Three-finger mora 220
12.8 Problem of colonel Blotto 220
12.9 Scissors--paper--stone 221
12.10 Birthday 222
References 223
Topic Index 231
Author Index 234

Caractéristiques techniques

  PAPIER
Éditeur(s) Wiley
Auteur(s) Andel Jiri
Parution 01/02/2001
Nb. de pages 234
Format 15,4 x 23,4
Couverture Broché
Poids 468g
Intérieur Noir et Blanc
EAN13 9780471410898

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