Probability Via Expectation PDF Download
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Author | : Peter Whittle |
Publisher | : Springer Science & Business Media |
Total Pages | : 317 |
Release | : 2013-12-01 |
Genre | : Mathematics |
ISBN | : 1461228921 |
Download Probability via Expectation Book in PDF, ePub and Kindle
This book is a complete revision of the earlier work Probability which ap peared in 1970. While revised so radically and incorporating so much new material as to amount to a new text, it preserves both the aim and the approach of the original. That aim was stated as the provision of a 'first text in probability, de manding a reasonable but not extensive knowledge of mathematics, and taking the reader to what one might describe as a good intermediate level'. In doing so it attempted to break away from stereotyped applications, and consider applications of a more novel and significant character. The particular novelty of the approach was that expectation was taken as the prime concept, and the concept of expectation axiomatized rather than that of a probability measure. In the preface to the original text of 1970 (reproduced below, together with that to the Russian edition of 1982) I listed what I saw as the advantages of the approach in as unlaboured a fashion as I could. I also took the view that the text rather than the author should persuade, and left the text to speak for itself. It has, indeed, stimulated a steady interest, to the point that Springer-Verlag has now commissioned this complete reworking.
Author | : Peter Whittle |
Publisher | : Springer Science & Business Media |
Total Pages | : 370 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461205093 |
Download Probability via Expectation Book in PDF, ePub and Kindle
This book has exerted a continuing appeal since its original publication in 1970. It develops the theory of probability from axioms on the expectation functional rather than on probability measure, demonstrates that the standard theory unrolls more naturally and economically this way, and that applications of real interest can be addressed almost immediately. A secondary aim of the original text was to introduce fresh examples and convincing applications, and that aim is continued in this edition, a general revision plus the addition of chapters giving an economical introduction to dynamic programming, that is then applied to the allocation problems represented by portfolio selection and the multi-armed bandit. The investment theme is continued with a critical investigation of the concept of risk-free'trading and the associated Black-Sholes formula, while another new chapter develops the basic ideas of large deviations. The book may be seen as an introduction to probability for students with a basic mathematical facility, covering the standard material, but different in that it is unified by its theme and covers an unusual range of modern applications.
Author | : Peter Whittle |
Publisher | : |
Total Pages | : 352 |
Release | : 2000 |
Genre | : |
ISBN | : 9783540989554 |
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Author | : Marek Capinski |
Publisher | : Springer Science & Business Media |
Total Pages | : 262 |
Release | : 2013-06-29 |
Genre | : Mathematics |
ISBN | : 0387216596 |
Download Probability Through Problems Book in PDF, ePub and Kindle
This book of problems is designed to challenge students learning probability. Each chapter is divided into three parts: Problems, Hints, and Solutions. All Problems sections include expository material, making the book self-contained. Definitions and statements of important results are interlaced with relevant problems. The only prerequisite is basic algebra and calculus.
Author | : Pierre Brémaud |
Publisher | : Springer Nature |
Total Pages | : 713 |
Release | : 2020-04-07 |
Genre | : Mathematics |
ISBN | : 3030401839 |
Download Probability Theory and Stochastic Processes Book in PDF, ePub and Kindle
The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing. In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory beyond classroom examples and in a non-trivial manner that makes this discipline look more attractive to the applications-oriented student. One can distinguish three parts of this book. The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time stochastic processes, and the rest of the book focuses on stochastic processes and point processes. There is sufficient modularity for the instructor or the self-teaching reader to design a course or a study program adapted to her/his specific needs. This book is in a large measure self-contained.
Author | : Rolf Steyer |
Publisher | : John Wiley & Sons |
Total Pages | : 728 |
Release | : 2017-03-10 |
Genre | : Mathematics |
ISBN | : 1119243483 |
Download Probability and Conditional Expectation Book in PDF, ePub and Kindle
Probability and Conditional Expectations bridges the gap between books on probability theory and statistics by providing the probabilistic concepts estimated and tested in analysis of variance, regression analysis, factor analysis, structural equation modeling, hierarchical linear models and analysis of qualitative data. The authors emphasize the theory of conditional expectations that is also fundamental to conditional independence and conditional distributions. Probability and Conditional Expectations Presents a rigorous and detailed mathematical treatment of probability theory focusing on concepts that are fundamental to understand what we are estimating in applied statistics. Explores the basics of random variables along with extensive coverage of measurable functions and integration. Extensively treats conditional expectations also with respect to a conditional probability measure and the concept of conditional effect functions, which are crucial in the analysis of causal effects. Is illustrated throughout with simple examples, numerous exercises and detailed solutions. Provides website links to further resources including videos of courses delivered by the authors as well as R code exercises to help illustrate the theory presented throughout the book.
Author | : David Williams |
Publisher | : Cambridge University Press |
Total Pages | : 274 |
Release | : 1991-02-14 |
Genre | : Mathematics |
ISBN | : 9780521406055 |
Download Probability with Martingales Book in PDF, ePub and Kindle
This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory.
Author | : David Stirzaker |
Publisher | : Cambridge University Press |
Total Pages | : 540 |
Release | : 2003-08-18 |
Genre | : Mathematics |
ISBN | : 1139441035 |
Download Elementary Probability Book in PDF, ePub and Kindle
Now available in a fully revised and updated second edition, this well established textbook provides a straightforward introduction to the theory of probability. The presentation is entertaining without any sacrifice of rigour; important notions are covered with the clarity that the subject demands. Topics covered include conditional probability, independence, discrete and continuous random variables, basic combinatorics, generating functions and limit theorems, and an introduction to Markov chains. The text is accessible to undergraduate students and provides numerous worked examples and exercises to help build the important skills necessary for problem solving.
Author | : David F. Anderson |
Publisher | : Cambridge University Press |
Total Pages | : 447 |
Release | : 2017-11-02 |
Genre | : Mathematics |
ISBN | : 110824498X |
Download Introduction to Probability Book in PDF, ePub and Kindle
This classroom-tested textbook is an introduction to probability theory, with the right balance between mathematical precision, probabilistic intuition, and concrete applications. Introduction to Probability covers the material precisely, while avoiding excessive technical details. After introducing the basic vocabulary of randomness, including events, probabilities, and random variables, the text offers the reader a first glimpse of the major theorems of the subject: the law of large numbers and the central limit theorem. The important probability distributions are introduced organically as they arise from applications. The discrete and continuous sides of probability are treated together to emphasize their similarities. Intended for students with a calculus background, the text teaches not only the nuts and bolts of probability theory and how to solve specific problems, but also why the methods of solution work.
Author | : Michael J. Evans |
Publisher | : Macmillan |
Total Pages | : 704 |
Release | : 2004 |
Genre | : Mathematics |
ISBN | : 9780716747420 |
Download Probability and Statistics Book in PDF, ePub and Kindle
Unlike traditional introductory math/stat textbooks, Probability and Statistics: The Science of Uncertainty brings a modern flavor based on incorporating the computer to the course and an integrated approach to inference. From the start the book integrates simulations into its theoretical coverage, and emphasizes the use of computer-powered computation throughout.* Math and science majors with just one year of calculus can use this text and experience a refreshing blend of applications and theory that goes beyond merely mastering the technicalities. They'll get a thorough grounding in probability theory, and go beyond that to the theory of statistical inference and its applications. An integrated approach to inference is presented that includes the frequency approach as well as Bayesian methodology. Bayesian inference is developed as a logical extension of likelihood methods. A separate chapter is devoted to the important topic of model checking and this is applied in the context of the standard applied statistical techniques. Examples of data analyses using real-world data are presented throughout the text. A final chapter introduces a number of the most important stochastic process models using elementary methods. *Note: An appendix in the book contains Minitab code for more involved computations. The code can be used by students as templates for their own calculations. If a software package like Minitab is used with the course then no programming is required by the students.