Computational probability : algorithms and applications in the mathematical sciences
Computational probability encompasses data structures and algorithms that have emerged over the past decade that allow researchers and students to focus on a new class of stochastic problems. COMPUTATIONAL PROBABILITY is the first book that examines and presents these computational methods in a systematic manner. The techniques described here address problems that require exact probability calculations, many of which have been considered intractable in the past. The first chapter introduces computational probability analysis, followed by a chapter on the Maple computer algebra system. The thir
1 online resource (x, 217 pages) : illustrations
9780387746760, 9780387746753, 9781281216908, 0387746765, 0387746757, 1281216909
233971451
Front Matter; Computational Probability; Maple for APPL; Data Structures and Simple Algorithms; Transformations of Random Variables; Products of Random Variables; Data Structures and Simple Algorithms; Sums of Independent Random Variables; Order Statistics; Reliability and Survival Analysis; Stochastic Simulation; Other Applications; Back Matter
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