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基本説明
金融数理、定量的管理、電気通信、保険数理などの分野で応用される確率論と統計について、実践につながるよう、事例と解答を多数用いて解説。第１巻Basic Probability and Statistics (2005)。
Full Description
Probability and Statistics are as much about intuition and problem solving as they are about theorem proving. Because of this, students can find it very difficult to make a successful transition from lectures to examinations to practice, since the problems involved can vary so much in nature. Since the subject is critical in many modern applications such as mathematical finance, quantitative management, telecommunications, signal processing, bioinformatics, as well as traditional ones such as insurance, social science andengineering, the authors have rectified deficiencies in traditional lecture-based methods by collecting together a wealth of exercises with complete solutions, adapted to needs and skills of students. Following on from the success of Probability and Statistics by Example: Basic Probability and Statistics, the authors here concentrate on random processes, particularly Markov processes, emphasising modelsrather than general constructions. Basic mathematical facts are supplied as and when they are needed andhistorical information is sprinkled throughout.
Contents
Preface; Introduction: Andrei Markov and his time; 1. Discrete-time Markov chains; 2. Continuous-time Markov chains: basic theory; 3. Statistics of discrete-time Markov chains; Afterword: Pearson, Maxwell and other famous Cambridge Wranglers of the past: some lessons to be learned; Bibliography; Appendix; Index.
