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Introduction to Probability Theory and Its Applications, Volume 2 - 2nd edition

Introduction to Probability Theory and Its Applications, Volume 2 (ISBN10: 0471257095; ISBN13: 9780471257097)
ISBN13: 978-0471257097
ISBN10: 0471257095

Summary: Chapter I The Exponential and the Uniform Densities1. Introduction2. Densities. Convolutions3. The Exponential Density4. Waiting Time Paradoxes. The Poisson Process5. The Persistence of Bad Luck6. Waiting Times and Order Statistics7. The Uniform Distribution8. Random Splittings9. Convolutions and Covering Theorems10. Random Directions11. The Use of Lebesgue Measure12. Empirical Distributions13. Problems for SolutionChapter II Special Densities. Randomization1. Notations and Conventio
ns2. Gamma Distributions3. Related Distributions of Statistics4. Some Common Densities5. Randomization and Mixtures6. Discrete Distributions7. Bessel Functions and Random Walks8. Distributions on a Circle9. Problems for SolutionChapter III Densities in Higher Dimensions. Normal Densities and Processes1. Densities2. Conditional Distributions3. Return to the Exponential and the Uniform Distributions4. A Characterization of the Normal Distribution5. Matrix Notation. The Covariance Matrix6. Normal Densities and Distributions7. Stationary Normal Processes8. Markovian Normal Densities9. Problems for SolutionChapter IV Probability Measures and Spaces1. Baire Functions2. Interval Functions and Integrals in Rr3. sigma;-Algebras. Measurability4. Probability Spaces. Random Variables5. The Extension Theorem6. Product Spaces. Sequences of Independent Variables7. Null Sets. CompletionChapter V Probability Distributions in Rr1. Distributions and Expectations2. Pre
...show more
Summary: Chapter I The Exponential and the Uniform Densities1. Introduction2. Densities. Convolutions3. The Exponential Density4. Waiting Time Paradoxes. The Poisson Process5. The Persistence of Bad Luck6. Waiting Times and Order Statistics7. The Uniform Distribution8. Random Splittings9. Convolutions and Covering Theorems10. Random Directions11. The Use of Lebesgue Measure12. Empirical Distributions13. Problems for SolutionChapter II Special Densities. Randomization1. Notations and Conventions2. Gamma Distributions3. Related Distributions of Statistics4. Some Common Densities5. Randomization and Mixtures6. Discrete Distributions7. Bessel Functions and Random Walks8. Distributions on a Circle9. Problems for SolutionChapter III Densities in Higher Dimensions. Normal Densities and Processes1. Densities2. Conditional Distributions3. Return to the Exponential and the Uniform Distributions4. A Characterization of the Normal Distribution5. Matrix Notation. The Covariance Matrix6. Normal Densities and Distributions7. Stationary Normal Processes8. Markovian Normal Densities9. Problems for SolutionChapter IV Probability Measures and Spaces1. Baire Functions2. Interval Functions and Integrals in Rr3. sigma;-Algebras. Measurability4. Probability Spaces. Random Variables5. The Extension Theorem6. Product Spaces. Sequences of Independent Variables7. Null Sets. CompletionChapter V Probability Distributions in Rr1. Distributions and Expectations2. Pre ...show less

Edition/Copyright: 2ND 71
Cover: Paperback
Publisher: John Wiley & Sons, Inc.
Published: 01/15/1991
International: No



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