目录
1 CombinatorialAnalysis
1.1 Introduction
1.2 TheBasicPrincipleofCounting
1.3 Permutations
1.4 Combinations
1.5 MultinomialCoefficients
1.6 TheNumberofIntegerSolutlonsofEquations
Summary
Problems
TheoreticalExercises
Self-TestProblemsandExercises
2 AxiomsofProbability
2.1 Introduction
2.2 SampleSpaceandEvents
2.3 AxiomsofProbability
2.4 SomeSimplePropositions
2.5 SampleSpaceHavingEquallyLikelyOutcomes 33
2.6 ProbabilityasaContinuousSetFunction
2.7 ProbabilityasaMeasureofBelief
Summary
Problems
TheoreticalExercises
Self-TestProblemsandExercises
3 ConditionalProbabilityandIndependence
3.1 Introduction
3.2 ConditionalProbabilities
3.3 Bayes'sFormula
3.4 IndependentEvents
3.5 P(·|F)IsaProbability
Summary
Problems
TheoreticalExercises
Self-TestProblemsandExercises
4 RandomVariables
4.1 RandomVariables
4.2 DiscreteRandomVariables
4.3 ExpectedValue
4.4 ExpectationofaFunctionofaRandomVariable
4.5 Variance
4.6 TheBernoulhandBinomialRandomVariables
4.6.1 PropertiesofBinomialRandomVariables
4.6.2 ComputingtheBinomialDistributionFunction
4.7 ThePoissonRandomVariable
4.7.1 ComputingthePoissonDistributionFunction
4.8 OtherDiscreteProbabilityDistributions
4.8.1 TheGeometricRandomVariable
4.8.2 TheNegativeBinomialRandomVariable
4.8.3 TheHypergeometricRandomVariable
4.8.4 TheZeta(orZipf)Distribution
4.9 ExpectedValueofSumsofRandomVariables
4.10 PropertiesoftheCumulativeDistributionFunction
Summary
Problems
TheoreticalExercises
Self-TestProblemsandExercises
5 ContinuousRandomVariables
51 Introduction
5.2 ExpectationandVarianceofContinuousRandomVariables
5.3 TheUniformRandomVariable
5.4 NormalRandomVariables
5.4.1 TheNormalApproximationtotheBinomialDistribution
5.5 ExponentialRandomVariables
5.5.1 HazardRateFunctions
5.6 OtherContinuousDistributions
5.6.1 TheGammaDlstrlbutlon
5.6.2 TheWeibullDlStrlbutlon
5.6.3 TheCauchyDistribution
5.6.4 TheBetaDlStrlbutlon
5.7 TheDistributionofaFunctionofaRandomVariable
Summary
Problems
TheoreticalExercises
Self-TestProblemsandExercises
6 JointlyDistributedRandomVariables
6.1 JointDistributionFunctions
6.2 IndependentRandomVariables
6.3 SumsofIndependentRandomVariables
6.3.1 IdenticallyDistributedUniformRandomVariables
6.3.2 GammaRandomVariables
6.3.3 NormalRandomVariables
6.3.4 PolssonandBinomialRandomVariables
635 GeometricRandomVariables
6.4 ConditionalDistribution:DiscreteCase
6.5 ConditionalDistribution:ContinuousCase
66 OrderStatistics
6.7 JointProbabilityDistributionofFunctionsofRandomVariables
6.8 ExciaanzeaoleRandomVariables
Summary
Problems
TheoreticalExercises
SelfTestProblemsandExercises
7 PropertiesofExpectation
7.1 Introduction
7.2 ExpectationofSumsofRandomVariablviatheProbabilisticMethod
7.2.2 TheMaximum-MinimumsIdentity
7.3 MomentsoftheNumberofEventsthatOccur
7.4 Covariance,VarianceofSums,andCorrelations
7.5 ConditionalExpectation
7.5.1 Definitions
7.5.2 ComputingExpectationsbyConditioning
7.5.3 ComputingProbabilitiesbyConditioning
7.5.4 ConditionalVariance
7.6 ConditionalExpectationandPrediction
7.7 MomentGeneratingFunctions
7.7.1 JointMomentGeneratingFunctions
7.8 AddltlonaproprietariesofNormalRandomVariables
7.8.1 TheMultivariateNormalDlstrlbution
7.8.2 TheJointDistributionoftheSampleMeanandSampleVariance
7.9 GeneralDefinitionofExpectation
Summary
Problems
TheoreticalExercises
Self-TestProblemsandExercises
8 LimitTheorems
8.1 Introduction
8.2 Chebyshev'sInequalityandtheWeakLawofLargeNumbers
8.3 TheCentralLimitTheorem
8.4 TheStrongLawofLargeNumbers
8.5 OtherInequamles
8.6 BoundingtheErrorProbabilityWhenApproximatingaSumofIndependentBernoulliRandomVariablesbyaPoissonRandomVariable
Summary
Problems
TheoreticalExercises
Self-TestProblemsandExercises
9 AdditionalTopicsinProbability
9.1 ThePoissonProcess
9.2 MarkovChains
9.3 Surprise,Uncertainty,andEntropy
9.4 CodingTheoryandEntropy
Summary
ProblemsandTheoreticalExercises
Self-TestProblemsandExercises
References
10 Simulation
10.1 Introduction
10.2 GeneralTechniquesforSimulatingContinuousRandomVariables
10.2.1 TheInverseTransformationMethod
10.2.2 TheRejectionMethod
10.3 SimulatingfromDiscreteDistributions
10.4 VarianceReductionTechniques
10.4.1 UseofAntitheticVariables
10.4.2 VarianceReductionbyConditioning
10.4.3 ControlVariates
Summary
Problems
Self-TestProblemsandExercises
Reference
AnswerstoSelectedProblems
SolutionstoSelf-TestProblemsandExercises
Index
【展开】
【收起】
内容简介
概率论作为数学的一个重要分支,在众多领域发挥着越来越突出的作用。本书是全球高校采用率最高的概率论教材之一,初版于1976年,多年来不断重印修订,是作者几十年教学和研究经验的结晶。
本书叙述清晰,例子丰富,特别针对学生的兴趣选取了内容,有助于学生建立概率直觉。第8版与时俱进,增加了很多新的习题和例子,并新增两节内容,分别推导具有均匀分布和几何分布的随机变量和的分布。本书还附有大量习题、理论习题和自检习题,其中自检习题部分还给出全部解答,有利于巩固和自测所学知识。
【展开】
【收起】
下载说明
1、追日是作者栎年创作的原创作品,下载链接均为网友上传的的网盘链接!
2、相识电子书提供优质免费的txt、pdf等下载链接,所有电子书均为完整版!
下载链接