1.

Record Nr.

UNIORUON00262514

Autore

VASIC, Rastko

Titolo

Nadeln im Zentralbalkan : (Vojvodina, Serbien, Kosovo und Makedonien) / von Rastko Vasic - Stuttgart : Franz Steiner, 2003

Pubbl/distr/stampa

X, 154 p., 69 p. di tav., [1] c. di tav. ripieg., : ill. ; 29 cm

ISBN

35-15-07920-3

Disciplina

939.8

Soggetti

SPILLI E AGHI - Preistoria - Penisola balcanica

UTENSILI DI BRONZO - Preistoria - Penisola balcanica

PENISOLA BALCANICA - Antichita'

Lingua di pubblicazione

Tedesco

Formato

Materiale a stampa

Livello bibliografico

Monografia

2.

Record Nr.

UNINA9911018958403321

Autore

Paolella Marc S

Titolo

Intermediate probability : a computational approach / / Marc S. Paolella

Pubbl/distr/stampa

Chichester, England ; ; Hoboken, NJ, : John Wiley, c2007

ISBN

9786611002091

9781281002099

1281002097

9780470035061

0470035064

9780470035054

0470035056

Descrizione fisica

1 online resource (431 p.)

Disciplina

519.2

Soggetti

Distribution (Probability theory) - Mathematical models

Probabilities

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia



Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references (p. [401]-411) and index.

Nota di contenuto

Intermediate Probability; Chapter Listing; Contents; Preface; Part I Sums of Random Variables; 1 Generating functions; 1.1 The moment generating function; 1.1.1 Moments and the m.g.f.; 1.1.2 The cumulant generating function; 1.1.3 Uniqueness of the m.g.f.; 1.1.4 Vector m.g.f.; 1.2 Characteristic functions; 1.2.1 Complex numbers; 1.2.2 Laplace transforms; 1.2.3 Basic properties of characteristic functions; 1.2.4 Relation between the m.g.f. and c.f.; 1.2.5 Inversion formulae for mass and density functions; 1.2.6 Inversion formulae for the c.d.f.; 1.3 Use of the fast Fourier transform

1.3.1 Fourier series1.3.2 Discrete and fast Fourier transforms; 1.3.3 Applying the FFT to c.f. inversion; 1.4 Multivariate case; 1.5 Problems; 2 Sums and other functions of several random variables; 2.1 Weighted sums of independent random variables; 2.2 Exact integral expressions for functions of two continuous random variables; 2.3 Approximating the mean and variance; 2.4 Problems; 3 The multivariate normal distribution; 3.1 Vector expectation and variance; 3.2 Basic properties of the multivariate normal; 3.3 Density and moment generating function; 3.4 Simulation and c.d.f. calculation

3.5 Marginal and conditional normal distributions3.6 Partial correlation; 3.7 Joint distribution of X and S2 for i.i.d. normal samples; 3.8 Matrix algebra; 3.9 Problems; Part II Asymptotics and Other Approximations; 4 Convergence concepts; 4.1 Inequalities for random variables; 4.2 Convergence of sequences of sets; 4.3 Convergence of sequences of random variables; 4.3.1 Convergence in probability; 4.3.2 Almost sure convergence; 4.3.3 Convergence in r-mean; 4.3.4 Convergence in distribution; 4.4 The central limit theorem; 4.5 Problems; 5 Saddlepoint approximations; 5.1 Univariate

5.1.1 Density saddlepoint approximation5.1.2 Saddlepoint approximation to the c.d.f.; 5.1.3 Detailed illustration: the normal-Laplace sum; 5.2 Multivariate; 5.2.1 Conditional distributions; 5.2.2 Bivariate c.d.f. approximation; 5.2.3 Marginal distributions; 5.3 The hypergeometric functions 1F1 and 2F1; 5.4 Problems; 6 Order statistics; 6.1 Distribution theory for i.i.d. samples; 6.1.1 Univariate; 6.1.2 Multivariate; 6.1.3 Sample range and midrange; 6.2 Further examples; 6.3 Distribution theory for dependent samples; 6.4 Problems; Part III More Flexible and Advanced Random Variables

7 Generalizing and mixing7.1 Basic methods of extension; 7.1.1 Nesting and generalizing constants; 7.1.2 Asymmetric extensions; 7.1.3 Extension to the real line; 7.1.4 Transformations; 7.1.5 Invention of flexible forms; 7.2 Weighted sums of independent random variables; 7.3 Mixtures; 7.3.1 Countable mixtures; 7.3.2 Continuous mixtures; 7.4 Problems; 8 The stable Paretian distribution; 8.1 Symmetric stable; 8.2 Asymmetric stable; 8.3 Moments; 8.3.1 Mean; 8.3.2 Fractional absolute moment proof I; 8.3.3 Fractional absolute moment proof II; 8.4 Simulation; 8.5 Generalized central limit theorem

9 Generalized inverse Gaussianand generalized hyperbolic distributions

Sommario/riassunto

Intermediate Probability is the natural extension of the author's Fundamental Probability. It details several highly important topics, from standard ones such as order statistics, multivariate normal, and convergence concepts, to more advanced ones which are usually not addressed at this mathematical level, or have never previously appeared in textbook form. The author adopts a computational approach throughout, allowing the reader to directly implement the methods, thus greatly enhancing the learning experience and clearly illustrating the applicability, strengths, and weaknesses of the theor