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πŸ“

A Course in Computational Probability and Statistics

✍ Scribed by Walter Freiberger, Ulf Grenander (auth.)


Publisher
Springer-Verlag New York
Year
1971
Tongue
English
Leaves
168
Series
Applied Mathematical Sciences 6
Edition
1
Category
Library

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✦ Synopsis


This book arose out of a number of different contexts, and numerous persons have contributed to its conception and development. It had its origin in a project initiated jointly with the IBM Cambridge ScienΒ­ tific Center, particularly with Dr. Rhett Tsao, then of that Center. We are grateful to Mr. Norman Rasmussen, Manager of the IBM Scientific Center Complex, for his initial support. The work is being carried on at Brown University with generous support from the Office of Computing Activities of the National Science Foundation (grants GJ-174 and GJ-7l0); we are grateful to Dr. John Lehmann of this Office for his interest and encouragement. Professors Donald McClure and Richard Vitale of the Division of Applied Mathematics at Brown University contributed greatly to the project and taught courses in its spirit. We are indebted to them and to Dr. Tore Dalenius of the University of Stockholm for helpful criticisms of the manuscript. The final stimulus to the book's completion came from an invLtation to teach a course at the IBM European Systems Research Institute at Geneva. We are grateful to Dr. J.F. Blackburn, Director of the Institute, for his invitation, and to him and his wife Beverley for their hospitality. We are greatly indebted to Mrs. Katrina Avery for her splendid secretarial and editorial work on the manuscript.

✦ Table of Contents


Front Matter....Pages i-xii
Chapter 1: Randomness....Pages 1-30
Simulation....Pages 31-55
Limit Theorems....Pages 56-72
Stochastic Processes....Pages 73-91
Particular Stochastic Processes....Pages 92-100
Decision Problems....Pages 101-122
A Computational Approach to Statistics....Pages 123-132
Time-Series Analysis....Pages 133-150
Back Matter....Pages 151-156

✦ Subjects


Mathematics, general


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