Introduction to Probability with Mathematica

ISBN-10: 1420079387

ISBN-13: 9781420079388

Edition: 2nd 2011 (Revised)

List price: $109.95
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Introduction to Probability with Mathematica ® , Second Edition updates all exercises to the current version of Mathematica ® 6.0. The accompanying CD-ROM has also been updated to reflect changes in the latest version. This edition includes a new chapter dedicated to the treatment of stochastic processes and applications. It also expands coverage of probabilistic problems, multivariate random variables, distributions, and results about multivariate normal random variables, in particular with regard to quadratic forms. The text also adds new coverage of Brownian motion and absorbing chains. a solutions manual is available for qualifying instructors.
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Book details

List price: $109.95
Edition: 2nd
Copyright year: 2011
Publisher: CRC Press LLC
Publication date: 9/21/2009
Binding: Hardcover
Pages: 465
Size: 6.25" wide x 9.50" long x 1.25" tall
Weight: 1.782
Language: English

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