Intermediate Probability: A Computational Approach
Автор:
Marc S. Paolella, 430 стр., издатель:
"Wiley-Interscience", ISBN:
0470026375
"Intermediate Probability" is the natural extension of the author's Fundamental Probability. It details several highly important topics, from standard ones such as order statistics, multivariate normal, and convergence concepts, to more advanced ones which are usually not addressed at this mathematical level, or have never previously appeared in textbook form. The author adopts a computational approach throughout, allowing the reader to directly implement the methods, thus greatly enhancing the learning experience and clearly illustrating the applicability, strengths, and weaknesses of the theory. The book: Places great emphasis on the numeric computation of convolutions of random variables, via numeric integration, inversion theorems, fast Fourier transforms, saddlepoint approximations, and simulation. Provides introductory material to required mathematical topics such as complex numbers, Laplace and Fourier transforms, matrix algebra, confluent...
Под заказ: |
|
OZON.ru - 10790 руб.
|
Перейти
|
|
|