Computational Probability : Algorithms and Applications in the Mathematical Sciences (International Series in Operations Research and Management Science) / Drew, J. H. / Evans, D. L. / Glen, A. G.

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計算確率論：アルゴリズムと応用<br>Computational Probability : Algorithms and Applications in the Mathematical Sciences (International Series in Operations Research and Management Science) 〈Vol.117〉

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計算確率論：アルゴリズムと応用
Computational Probability : Algorithms and Applications in the Mathematical Sciences (International Series in Operations Research and Management Science) 〈Vol.117〉

Drew, J. H. / Evans, D. L. / Glen, A. G.

Springer（2007/12発売）

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製本 Hardcover:ハードカバー版／ページ数 230 p.／サイズ 45 illus.
商品コード 9780387746753

Full Description

This title organizes computational probability methods into a systematic treatment. The book examines two categories of problems. "Algorithms for Continuous Random Variables" covers data structures and algorithms, transformations of random variables, and products of independent random variables. "Algorithms for Discrete Random Variables" discusses data structures and algorithms, sums of independent random variables, and order statistics.

Computational Probability.- Maple for APPL.- Algorithms for Continuous Random Variables.- Data Structures and Simple Algorithms.- Transformations of Random Variables.- Products of Random Variables.- Algorithms for Discrete Random Variables.- Data Structures and Simple Algorithms.- Sums of Independent Random Variables.- Order Statistics.- Applications.- Reliability and Survival Analysis.- Stochastic Simulation.- Other Applications.