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Titlebook: Computational Probability; Algorithms and Appli John H. Drew,Diane L. Evans,Lawrence M. Leemis Book 20081st edition Springer-Verlag US 2008

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书目名称Computational Probability
副标题Algorithms and Appli
编辑John H. Drew,Diane L. Evans,Lawrence M. Leemis
视频video
概述This is an expository monograph with a downloadable modeling language, APPL, that will be used across the Applied Sciences domains including OR/MS, Applied Probability, Engineering, Statistics, Econom
丛书名称International Series in Operations Research & Management Science
图书封面Titlebook: Computational Probability; Algorithms and Appli John H. Drew,Diane L. Evans,Lawrence M. Leemis Book 20081st edition Springer-Verlag US 2008
描述.Computational probability is a set of stochastic methods that has emerged over the past decade that allow researchers and students to solve problems that require exact probability calculations previously considered arduous or intractable...Computational Probability is the first book that examines and organizes these computational methods into a systematic treatment. The book is structured around the two categories of problems: (1) “Algorithms for Continuous Random Variables” has chapters on data structures and algorithms, transformations of random variables, and products of independent random variables. (2) “Algorithms for Discrete Random Variables” includes data structures and algorithms, sums of independent random variables, and order statistics. The book includes three chapters that emphasize survival analysis and simulation applications. The APPL computational modeling language that gives probabilists a strong software resource for non-trivial problems is available at www.APPLsoftware.com..
出版日期Book 20081st edition
关键词APPL; Maple; Random variable; Simulation; Survival analysis; Transformation; algorithm; algorithms; calculus
版次1
doihttps://doi.org/10.1007/978-0-387-74676-0
isbn_ebook978-0-387-74676-0Series ISSN 0884-8289 Series E-ISSN 2214-7934
issn_series 0884-8289
copyrightSpringer-Verlag US 2008
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发表于 2025-3-21 23:24:09 | 显示全部楼层
Data Structures and Simple Algorithmsause they are defined with a somewhat simpler data structure than that for discrete random variables. The development described here gives a probabilist the ability to automate the instantiation and processing of continuous random variables—key elements of computational probability.
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Stochastic Simulationtational probability in input modeling. Section 10.3 contains a development of an algorithm to find the distribution of the Kolmogorov—Smirnov goodness of-fit test statistic in the all-parameters-known case.
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https://doi.org/10.1007/978-0-387-74676-0APPL; Maple; Random variable; Simulation; Survival analysis; Transformation; algorithm; algorithms; calculus
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Springer-Verlag US 2008
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https://doi.org/10.1007/978-3-8349-3948-7This chapter presents an algorithm for computing the PDF of the sum of two independent discrete random variables, along with an implementation of the algorithm in APPL. Some examples illustrate the utility of this algorithm.
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Zusammenfassende Diskussion und Ausblick,This chapter presents an algorithm for computing the PDF of order statistics drawn from discrete parent populations, along with an implementation of the algorithm in APPL. Several examples illustrate the utility of this algorithm.
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https://doi.org/10.1007/978-3-322-82151-5The remaining chapters contain dozens of computational probability applications using APPL. The applications range in complexity from brief examples to results and algorithms requiring long derivations. This chapter surveys some applications in reliability and the closely-related field of survival analysis.
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