Computational Probability : Algorithms and Applications in the Mathematical Sciences /

This new edition includes the latest advances and developments in computational probability involving A Probability Programming Language (APPL). The book examines and presents, in a systematic manner, computational probability methods that encompass data structures and algorithms. The developed tech...

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Bibliographic Details
Main Authors: Drew, John H
Corporate Authors: SpringerLink Online service
Group Author: Evans, Diane L; Glen, Andrew G; Leemis, Lawrence M
Published: Springer International Publishing : Imprint: Springer,
Publisher Address: Cham :
Publication Dates: 2017.
Literature type: eBook
Language: English
Edition: Second edition.
Series: International Series in Operations Research & Management Science, 246
Subjects:
Online Access: http://dx.doi.org/10.1007/978-3-319-43323-3
Summary: This new edition includes the latest advances and developments in computational probability involving A Probability Programming Language (APPL). The book examines and presents, in a systematic manner, computational probability methods that encompass data structures and algorithms. The developed techniques address problems that require exact probability calculations, many of which have been considered intractable in the past. The book addresses the plight of the probabilist by providing algorithms to perform calculations associated with random variables. Computational Probability: Algorithms
Carrier Form: 1 online resource : illustrations.
ISBN: 9783319433233
Index Number: HD30
CLC: C934
Contents: Computational Probability -- Maple for APPL -- Data Structures and Simple Algorithms -- Transformations of Random Variables -- Bivariate Transformations of Random Variables -- Products of Random Variables -- Data Structures and Simple Algorithms -- Sums of Independent Discrete Random Variables -- Order Statistics for Random Sampling from Discrete Populations -- Reliability and Survival Analysis -- Symbolic ARMA Model Analysis -- Stochastic Simulation -- Transient Queueing Analysis -- Bayesian Applications -- Other Applications. .