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Lectures in Elementary Probability Theory and Stochastic Processes

ISBN-10: 0072448903

ISBN-13: 9780072448900

Edition: 2003

Authors: Jean-Claude Falmagne

List price: $128.75
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Book details

List price: $128.75
Copyright year: 2003
Publisher: McGraw-Hill Higher Education
Publication date: 6/3/2002
Binding: Hardcover
Pages: 288
Size: 6.25" wide x 9.25" long x 0.50" tall
Weight: 1.188
Language: English

Jean-Claude Falmagne is emeritus professor of cognitive sciences at the Universtiy of California, Irvine. His research spans topics in psychophysics, probabilistic choice theory, combinatorics, measurement theory, educational technology, and philosophy of science.Jean-Paul Doignon is a professor of the mathematics department of the Universit� Libre de Bruxelles, Belgium. His research covers various aspects of discrete mathematics (graphs, ordered sets, convex polytopes, etc.) and applications to behavioral sciences (preference modelling, choice models, knowledge assessment, etc.).

Preliminaries
Sample Space and Events
Probability and Area
Probability Measures
Basic Rules of Probability Calculus
Sampling
Counting Subsets
Discrete Distributions
Conditional Probabilities
Independence and Bayes Theorem
The Principle of Maximum Likelihood
Random Variables
Distribution Functions
Continuous Random Variables
Expectation and Moments
Covariance and Correlation
The Law of Large Numbers
Moment Generating Functions
Multivariate Distributions
Bivariate Normal Distributions
Finite Markov Chains, Basic Concepts
Homogeneous Markov Chains
Random Walks
Poisson Processes Solutions and Hints for Selected Problems
Glossary of Symbols
Index
Bibliography