Probability and Random Processes
Autor principal: | |
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Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Newark :
John Wiley & Sons, Incorporated,
2015.
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Colección: | New York Academy of Sciences Ser.
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Temas: | |
Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Intro
- TITLE PAGE
- TABLE OF CONTENTS
- PREFACE FOR THE SECOND EDITION
- PREFACE FOR THE FIRST EDITION
- 1 SETS, FIELDS, AND EVENTS
- 1.1 SET DEFINITIONS
- 1.2 SET OPERATIONS
- 1.3 SET ALGEBRAS, FIELDS, AND EVENTS
- 2 PROBABILITY SPACE AND AXIOMS
- 2.1 PROBABILITY SPACE
- 2.2 CONDITIONAL PROBABILITY
- 2.3 INDEPENDENCE
- 2.4 TOTAL PROBABILITY AND BAYES' THEOREM
- 3 BASIC COMBINATORICS
- 3.1 BASIC COUNTING PRINCIPLES
- 3.2 PERMUTATIONS
- 3.3 COMBINATIONS
- 4 DISCRETE DISTRIBUTIONS
- 4.1 BERNOULLI TRIALS
- 4.2 BINOMIAL DISTRIBUTION
- 4.3 MULTINOMIAL DISTRIBUTION
- 4.4 GEOMETRIC DISTRIBUTION
- 4.5 NEGATIVE BINOMIAL DISTRIBUTION
- 4.6 HYPERGEOMETRIC DISTRIBUTION
- 4.7 POISSON DISTRIBUTION
- 4.8 NEWTON-PEPYS PROBLEM AND ITS EXTENSIONS
- 4.9 LOGARITHMIC DISTRIBUTION
- 4.10 SUMMARY OF DISCRETE DISTRIBUTIONS
- 5 RANDOM VARIABLES
- 5.1 DEFINITION OF RANDOM VARIABLES
- 5.2 DETERMINATION OF DISTRIBUTION AND DENSITY FUNCTIONS
- 5.3 PROPERTIES OF DISTRIBUTION AND DENSITY FUNCTIONS
- 5.4 DISTRIBUTION FUNCTIONS FROM DENSITY FUNCTIONS
- 6 CONTINUOUS RANDOM VARIABLES AND BASIC DISTRIBUTIONS
- 6.1 INTRODUCTION
- 6.2 UNIFORM DISTRIBUTION
- 6.3 EXPONENTIAL DISTRIBUTION
- 6.4 NORMAL OR GAUSSIAN DISTRIBUTION
- 7 OTHER CONTINUOUS DISTRIBUTIONS
- 7.1 INTRODUCTION
- 7.2 TRIANGULAR DISTRIBUTION
- 7.3 LAPLACE DISTRIBUTION
- 7.4 ERLANG DISTRIBUTION
- 7.5 GAMMA DISTRIBUTION
- 7.6 WEIBULL DISTRIBUTION
- 7.7 CHI-SQUARE DISTRIBUTION
- 7.8 CHI AND OTHER ALLIED DISTRIBUTIONS
- 7.9 STUDENT-t DENSITY
- 7.10 SNEDECOR F DISTRIBUTION
- 7.11 LOGNORMAL DISTRIBUTION
- 7.12 BETA DISTRIBUTION
- 7.13 CAUCHY DISTRIBUTION
- 7.14 PARETO DISTRIBUTION
- 7.15 GIBBS DISTRIBUTION
- 7.16 MIXED DISTRIBUTIONS
- 7.17 SUMMARY OF DISTRIBUTIONS OF CONTINUOUS RANDOM VARIABLES
- 8 CONDITIONAL DENSITIES AND DISTRIBUTIONS
- 8.1 CONDITIONAL DISTRIBUTION AND DENSITY FOR P{A}
- 8.2 CONDITIONAL DISTRIBUTION AND DENSITY FOR P{A} = 0
- 8.3 TOTAL PROBABILITY AND BAYES' THEOREM FOR DENSITIES
- 9 JOINT DENSITIES AND DISTRIBUTIONS
- 9.1 JOINT DISCRETE DISTRIBUTION FUNCTIONS
- 9.2 JOINT CONTINUOUS DISTRIBUTION FUNCTIONS
- 9.3 BIVARIATE GAUSSIAN DISTRIBUTIONS
- 10 MOMENTS AND CONDITIONAL MOMENTS
- 10.1 EXPECTATIONS
- 10.2 VARIANCE
- 10.3 MEANS AND VARIANCES OF SOME DISTRIBUTIONS
- 10.4 HIGHER-ORDER MOMENTS
- 10.5 CORRELATION AND PARTIAL CORRELATION COEFFICIENTS
- 11 CHARACTERISTIC FUNCTIONS AND GENERATING FUNCTIONS
- 11.1 CHARACTERISTIC FUNCTIONS
- 11.2 EXAMPLES OF CHARACTERISTIC FUNCTIONS
- 11.3 GENERATING FUNCTIONS
- 11.4 EXAMPLES OF GENERATING FUNCTIONS
- 11.5 MOMENT GENERATING FUNCTIONS
- 11.6 CUMULANT GENERATING FUNCTIONS
- 11.7 TABLE OF MEANS AND VARIANCES
- 12 FUNCTIONS OF A SINGLE RANDOM VARIABLE
- 12.1 RANDOM VARIABLE g(X)
- 12.2 DISTRIBUTION OF Y = g(X)
- 12.3 DIRECT DETERMINATION OF DENSITY fY(y) from fX(x)
- 12.4 INVERSE PROBLEM: FINDING g(x) GIVEN fX(x) AND fY(y)