作者簡(jiǎn)介: 羅斯(Sheldon Ross),世界著(zhù)名的應用概率專(zhuān)家和統計學(xué)家,現為南加州大學(xué)工業(yè)與系統工程系Epstein講座教授。他于1968年在斯坦福大學(xué)獲得統計學(xué)博士學(xué)位,在1976年~2004年期間于加州大學(xué)伯克利分校任教,其研究領(lǐng)域包括統計模擬、金融工程、應用概率模型、隨機動(dòng)態(tài)規劃等。Ross教授創(chuàng )辦了《Probability in the Engirleering and Informational Sciences》雜志并一直擔任主編,他的多種暢銷(xiāo)教材均產(chǎn)生了世界性的影響,其中《統計模擬(第5版)》和《隨機過(guò)程(第2版)》等均由機械工業(yè)出版社引進(jìn)出版。
目錄:1 COMBINATORIAL ANALYSIS
1.1 Introduction
1.2 The Basic Principle of Counting
1.3 Permutations
1.4 Combinations
1.5 Multinomial Coefficients
1.6 The Number of Integer Solutions of Equations
2 AXIOMS OF PROBABILITY
2.1 Introduction
2.2 Sample Space and Events
2.3 Axioms of Probability
2.4 Some Simple Propositions
2.5 Sample Spaces Having Equally Likely Outcomes
2.6 Probability as a Continuous Set Function
2.7 Probability as a Measure of Belief
3 CONDITIONAL PROBABILITY AND INDEPENDENCE
3.1 Introduction
3.2 Conditional Probabilities
3.3 Bayes's Formula
3.4 Independent Events
3.5 P(F) Is a Probability
4 RANDOM VARIABLES
4.1 Random Variables it
4.2 Discrete Random Variables
4.3 Expected Value
4.4 Expectation of a Function of a Random Variable
4.5 Variance
4.6 The Bernoulli and Binomial Random Variables
4.7 The Poisson Random Variable
4.8 Other Discrete Probability Distributions
4.9 Expected Value of Sums of Random Variables
4.10 Properties of the Cumulative Distribution Function
5 CONTINUOUS RANDOM VARIABLES
5.1 Introduction
5.2 Expectation and Variance of Continuous Random Variables
5.3 The Uniform Random Variable
5.4 Normal Random Variables
5.5 Exponential Random Variables
5.6 Other Continuous Distributions
5.7 The Distribution of a Function of a Random Variable
6 JOINTLY DISTRIBUTED RANDOM VARIABLES
6.1 Joint Distribution Functions
6.2 Independent Random Variables
6.3 Sums of Independent Random Variables
6.4 Conditional Distributions: Discrete Case
6.5 Conditional Distributions: Continuous Case
6.6 Order Statistics
6.7 Joint Probability Distribution of Functions of Random Variables
6.8 Exchangeable Random Variables
7 PROPERTIES OF EXPECTATION
7.1 Introduction
7.2 Expectation of Sums of Random Variables
7.3 Moments of the Number of Events that Occur
7.4 Covariance, Variance of Sums, and Correlations
7.S Conditional Expectation
7.6 Conditional Expectation and Prediction
7.7 Moment Generating Functions
7.8 Additional Properties of Normal Random Variables
7.9 General Definition of Expectation
8 LIMIT THEOREMS
8.1 Introduction
8.2 Chebyshev's Inequality and the Weak Law of Large Numbers
8.3 The Central Limit Theorem
8.4 The Strong Law of Large Numbers
8.5 Other Inequalities
8.6 Bounding the Error Probability When Approximating a Sum of Independent Bernoulli Random Variables by a Poisson Random Variable
9 ADDITIONAL TOPICS IN PROBABILITY
9.1 The Poisson Process
9.2 Markov Chains
9.3 Surprise, Uncertainty, and Entropy
9.4 Coding Theory and Entropy
10 SIMULATION
10.1 Introduction
10.2 General Techniques for Simulating Continuous Random Variables
10.3 Simulating from Discrete Distributions
10.4 Variance Reduction Techniques