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| Discrete Probability | |
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| The Cast of Characters | |
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| Properties of Probability | |
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| Simulation | |
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| Random Sampling | |
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| Sampling in Sequence without Replacement | |
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| Sampling in a Batch without Replacement | |
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| Other Sampling Situations | |
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| Conditional Probability | |
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| Multiplication Rules | |
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| Bayes' Formula | |
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| Independence | |
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| Discrete Distributions | |
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| Discrete Random Variables, Distributions, and Expectations | |
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| Mean, Variance, and Other Moments | |
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| Two Special Distributions | |
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| Bernoulli and Binomial Random Variables | |
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| Multinomial Distribution | |
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| Geometric and Negative Binomial Random Variables | |
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| Poisson Distribution | |
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| Poisson Processes | |
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| Joint, Marginal, and Conditional Distributions | |
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| More on Expectation | |
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| Covariance and Correlation | |
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| Conditional Expectation | |
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| Continuous Probability | |
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| From the Finite to the (Very) Infinite | |
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| Continuous Random Variables and Distributions | |
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| Joint, Marginal, and Conditional Distributions | |
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| Continuous Expectation | |
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| Continuous Distributions | |
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| The Normal Distribution | |
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| Bivariate Normal Distribution | |
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| Bivariate Normal Density | |
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| Marginal and Conditional Distributions | |
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| New Random Variables from Old | |
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| C.D.F. Technique and Simulation | |
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| Moment-Generating Functions | |
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| Order Statistics | |
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| Gamma Distributions | |
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| Main Properties | |
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| The Exponential Distribution | |
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| Chi-Square, Student's t, and F-Distributions | |
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| Chi-Square Distribution | |
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| Student's t-Distribution | |
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| F-Distribution | |
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| Transformations of Normal Random Variables | |
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| Linear Transformations | |
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| Quadratic Forms in Normal Random Vectors | |
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| Asymptotic Theory | |
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| Strong and Weak Laws of Large Numbers | |
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| Central Limit Theorem | |
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| Stochastic Processes and Applications | |
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| Markov Chains | |
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| Short Run Distributions | |
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| Long Run Distributions | |
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| Absorbing Chains | |
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| Poisson Processes | |
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| Queues | |
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| Long Run Distribution of System Size | |
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| Waiting Time Distribution | |
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| Simulating Queues | |
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| Brownian Motion | |
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| Geometric Brownian Motion | |
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| Financial Mathematics | |
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| Optimal Portfolios | |
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| Option Pricing | |
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| Appendices | |
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| Introduction to Mathematica | |
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| Glossary of Mathematica Commands for Probability | |
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| Short Answers to Selected Exercises | |
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| References | |
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| Index | |