With a focus on models and tangible applications of probability from engineering, business, and other related disciplines, this book successfully guides readers through the fundamentals of the subject helping them achieve an increased mathematical sophistication.
With a focus on models and tangible applications of probability from engineering, business, and other related disciplines, this book successfully guides readers through the fundamentals of the subject helping them achieve an increased mathematical sophistication.Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
N. Balakrishnan, PhD, is Distinguished University Professor in the Department of Mathematics and Statistics at McMaster University in Ontario, Canada. He is the author of over twenty books, including Encyclopedia of Statistical Sciences, Second Edition. Markos V. Koutras, PhD, is Professor in the Department of Statistics and Insurance Science at the University of Piraeus. He is the author/coauthor/editor of 19 books (13 in Greek, 6 in English). His research interests include multivariate analysis, combinatorial distributions, theory of runs/scans/patterns, statistical quality control, and reliability theory. Konstadinos G. Politis, PhD, is Associate Professor in the Department of Statistics and Insurance Science at the University of Piraeus. He is the author of several articles published in scientific journals.
Inhaltsangabe
Preface xi
Acknowledgments xv
1 Two-Dimensional Discrete Random Variables and Distributions 1
1.1 Introduction 2
1.2 Joint Probability Function 2
1.3 Marginal Distributions 15
1.4 Expectation of a Function 24
1.5 Conditional Distributions and Expectations 32
1.6 Basic Concepts and Formulas 41
1.7 Computational Exercises 42
1.8 Self-assessment Exercises 46
1.8.1 True-False Questions 46
1.8.2 Multiple Choice Questions 47
1.9 Review Problems 50
1.10 Applications 54
1.10.1 Mixture Distributions and Reinsurance 54
Key Terms 57
2 Two-Dimensional Continuous Random Variables and Distributions 59
2.1 Introduction 60
2.2 Joint Density Function 60
2.3 Marginal Distributions 73
2.4 Expectation of a Function 79
2.5 Conditional Distributions and Expectations 82
2.6 Geometric Probability 91
2.7 Basic Concepts and Formulas 98
2.8 Computational Exercises 100
2.9 Self-assessment Exercises 107
2.9.1 True-False Questions 107
2.9.2 Multiple Choice Questions 109
2.10 Review Problems 111
2.11 Applications 114
2.11.1 Modeling Proportions 114
Key Terms 119
3 Independence and Multivariate Distributions 121
3.1 Introduction 122
3.2 Independence 122
3.3 Properties of Independent Random Variables 137
3.4 Multivariate Joint Distributions 142
3.5 Independence of More Than Two Variables 156
3.6 Distribution of an Ordered Sample 165
3.7 Basic Concepts and Formulas 176
3.8 Computational Exercises 178
3.9 Self-assessment Exercises 185
3.9.1 True-False Questions 185
3.9.2 Multiple Choice Questions 186
3.10 Review Problems 189
3.11 Applications 194
3.11.1 Acceptance Sampling 194
Key Terms 200
4 Transformations of Variables 201
4.1 Introduction 202
4.2 Joint Distribution for Functions of Variables 202
4.3 Distributions of sum, difference, product and quotient 210
4.4 Chi², t and F Distributions 223
4.5 Basic Concepts and Formulas 236
4.6 Computational Exercises 237
4.7 Self-assessment Exercises 242
4.7.1 True-False Questions 242
4.7.2 Multiple Choice Questions 243
4.8 Review Problems 246
4.9 Applications 250
4.9.1 Random Number Generators Coverage - Planning Under Random Event Occurrences 250
