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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. (Author)
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:
Business.
Operations research.
Decision making.
Probabilities.
Statistics.
Business and Management.
Operation Research/Decision Theory.
Statistics and Computing/Statistics Programs.
Probability Theory and Stochastic Processes.
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 and Applications in the Mathematical Sciences, 2nd Edition begins with an introductory chapter that contains short examples involving the elementary use of APPL. Chapter 2 reviews the Maple data structures and functions necessary to implement APPL. This is followed by a discussion of the development of the data structures and algorithms (Chapters 3 6 for continuous random variables and Chapters 7 9 for discrete random variables) used in APPL. The book concludes with Chapters 10 15 introducing a sampling of various applications in the mathematical sciences. This book should appeal to researchers in the mathematical sciences with an interest in applied probability and instructors using the book for a special topics course in computational probability taught in a mathematics, statistics, operations research, management science, or industrial engineering department.
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. .

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