Fundamental Probability

A Computational Approach

Marc S. Paolella

488 pages, parution le 10/03/2006

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Résumé

Probability is a vital measure in numerous disciplines, from bioinformatics and econometrics to finance/insurance and computer science. Developed from a successful course, Fundamental Probability provides an engaging and hands-on introduction to this important topic. Whilst the theory is explored in detail, this book also emphasises practical applications, with the presentation of a large variety of examples and exercises, along with generous use of computational tools.

Based on international teaching experience with students of statistics, mathematics, finance and econometrics, the book:

Presents new, innovative material alongside the classic theory.
Goes beyond standard presentations by carefully introducing and discussing more complex subject matter, including a richer use of combinatorics, runs and occupancy distributions, various multivariate sampling schemes, fat-tailed distributions, and several basic concepts used in finance.
Emphasises computational matters and programming methods via generous use of examples in MATLAB.
Includes a large, self-contained Calculus/Analysis appendix with derivations of all required tools, such as Leibniz' rule, exchange of derivative and integral, Fubini's theorem, and univariate and multivariate Taylor series.
Presents over 150 end-of-chapter exercises, graded in terms of their difficulty, and accompanied by a full set of solutions online.

This book is intended as an introduction to the theory of probability for students in biology, mathematics, statistics, economics, engineering, finance, and computer science who possess the prerequisite knowledge of basic calculus and linear algebra.

Sommaire

Preface
A note to the student (and instructor)
A note to the instructor (and student)
Acknowledgements
Introduction
Basic Probability
Discrete Random Variables
Continuous Random Variables
Appendix A: Calculus review
Appendix B: Notation tables
Appendix C: Distribution tables
References
Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Marc S. Paolella
Parution	10/03/2006
Nb. de pages	488
Format	17 x 25
Couverture	Relié
Poids	1056g
Intérieur	Noir et Blanc
EAN13	9780470025949
ISBN13	978-0-470-02594-9