出版社:人民邮电出版社
年代:2007
定价:69.0
本书通过大量的例子讲述了概率论的基础知识,主要内容有组合分析、概率论公理化、条件概率和独立性、离散和连续型随机变量、随机变量的联合分布、期望的性质、极限定理等。
1CombinatorialAnalysis
1.1Introduction
1.2TheBasicPrincipleofCounting
1.3Permutations
1.4Combinations
1.5MultinomialCoefficients
1.6TheNumberofIntegerSolutionsofEquations*
Summary
Problems
TheoreticalExercises
Self-TestProblemsandExercises
2AxiomsofProbability
2.1Introduction
2.2SampleSpaceandEvents
2.3AxiomsofProbability
2.4SomeSimplePropositions
2.5SampleSpacesHavingEquallyLikelyOutcomes
2.6ProbabilityasaContinuousSetFunction*
2.7ProbabilityasaMeasureofBelief
Summary
Problems
TheoreticalExercises
Self-TestProblemsandExercises
3ConditionalProbabilityandIndependence
3.1Introduction
3.2ConditionalProbabilities
3.3BayesFormula
3.4IndependentEvents
3.5P(.|F)IsaProbability
Summary
Problems
TheoreticalExercises
Self-TestProblemsandExercises
4RandomVariables
4.1RandomVariables
4.2DiscreteRandomVariables
4.3ExpectedValue
4.4ExpectationofaFunctionofaRandomVariable
4.5Variance
4.6TheBernoulliandBinomialRandomVariables
4.6.1PropertiesofBinomialRandomVariables
4.6.2ComputingtheBinomialDistributionFunction
4.7ThePoissonRandomVariable
4.7.1ComputingthePoissonDistributionFunction
4.8OtherDiscreteProbabilityDistributions
4.8.1TheGeometricRandomVariable
4.8.2TheNegativeBinomialRandomVariable
4.8.3TheHypergeometricRandomVariable
4.8.4TheZeta(orZipf)Distribution
4.9PropertiesoftheCumulativeDistributionFunction
Summary
Problems
TheoreticalExercises
Self-TestProblemsandExercises
5ContinuousRandomVariables
5.1Introduction
5.2ExpectationandVarianceofContinuousRandomVariables
5.3TheUniformRandomVariable
5.4NormalRandomVariables
5.4.1TheNormalApproximationtotheBinomialDistribution
5.5ExponentialRandomVariables
5.5.1HazardRateFunctions
5.6OtherContinuousDistributions
5.6.1TheGammaDistribution
5.6.2TheWeibullDistribution
5.6.3TheCauchyDistribution
5.6.4TheBetaDistribution
5.7TheDistributionofaFunctionofaRandomVariable
Summary
Problems
TheoreticalExercises
Self-TestProblemsandExercises
6JointlyDistributedRandomVariables
6.1JointDistributionFunctions
6.2IndependentRandomVariables
6.3SumsofIndependentRandomVariables
6.4ConditionalDistributions:DiscreteCase
6.5ConditionalDistributions:ContinuousCase
6.6OrderStatistics*
6.7JointProbabilityDistributionofFunctionsofRandomVariables
6.8ExchangeableRandomVariables*
Summary
Problems
TheoreticalExercises
Self-TestProblemsandExercises
7PropertiesofExpectation
7.1Introduction
7.2ExpectationofSumsofRandomVariables
7.2.1ObtainingBoundsfromExpectationsviatheProbabilisticMethod*
7.2.2TheMaximum-MinimumsIdentity*
7.3MomentsoftheNumberofEventsthatOccur
7.4Covariance,VarianceofSums,andCorrelations
7.5ConditionalExpectation
7.5.1Definitions
7.5.2ComputingExpectationsbyConditioning
7.5.3ComputingProbabilitiesbyConditioning
7.5.4ConditionalVariance
7.6ConditionalExpectationandPrediction
7.7MomentGeneratingFunctions
7.7.1JointMomentGeneratingFunctions
7.8AdditionalPropertiesofNormalRandomVariables
7.8.1TheMultivariateNormalDistribution
7.8.2TheJointDistributionoftheSampleMeanandSampleVariance
7.9GeneralDefinitionofExpectation
Summary
Problems
TheoreticalExercises
Self-TestProblemsandExercises
8LimitTheorems
8.1Introduction
8.2ChebyshevsInequalityandtheWeakLawofLargeNumbers
8.3TheCentralLimitTheorem
8.4TheStrongLawofLargeNumbers
8.5OtherInequalities
8.6BoundingTheErrorProbability
Summary
Problems
TheoreticalExercises
Self-TestProblemsandExercises
9AdditionalTopicsinProbability
9.1ThePoissonProcess
9.2MarkovChains
9.3Surprise,Uncertainty,andEntropy
9.4CodingTheoryandEntropy
Summary
TheoreticalExercises
Self-TestProblemsandExercises
10Simulation
10.1Introduction
10.2GeneralTechniquesforSimulatingContinuousRandomVariables
10.2.1TheInverseTransformationMethod
10.2.2TheRejectionMethod
10.3SimulatingfromDiscreteDistributions
10.4VarianceReductionTechniques
10.4.1UseofAntitheticVariables
10.4.2VarianceReductionbyConditioning
10.4.3ControlVariates
Summary
Problems
Self-TestProblemsandExercises
APPENDICES
AAnswerstoSelectedProblems
BSolutionstoSelf-TestProblemsandExercises
Index
书籍详细信息 | |||
书名 | 概率论基础教程站内查询相似图书 | ||
丛书名 | 图灵原版数学 | ||
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出版地 | 北京 | 出版单位 | 人民邮电出版社 |
版次 | 1版 | 印次 | 1 |
定价(元) | 69.0 | 语种 | 英文 |
尺寸 | 26 | 装帧 | 平装 |
页数 | 288 | 印数 |