Intermediate Probability: A Computational Approach

Description

Publisher: Wiley-Interscience
Language: English
ISBN: 0470026375
Paperback: 430 pages
Data: October 22, 2007
Format: PDF
Description: 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 theory.

The book:
* Places great emphasis on the numeric computation of convolutions of random variables, via numeric integration, inversion theorems, fast Fourier transforms, saddlepoint approximations, and simulation.
* Provides introductory material to required mathematical topics such as complex numbers, Laplace and Fourier transforms, matrix algebra, confluent hypergeometric functions, digamma functions, and Bessel functions.
* Presents full derivation and numerous computational methods of the stable Paretian and the singly and doubly non-central distributions.
* A whole chapter is dedicated to mean-variance mixtures, NIG, GIG, generalized hyperbolic and numerous related distributions.
* A whole chapter is dedicated to nesting, generalizing, and asymmetric extensions of popular distributions, as have become popular in empirical finance and other applications.
* Provides all essential programming code in Matlab and R.

The user-friendly style of writing and attention to detail means that self-study is easily possible, making the book ideal for senior undergraduate and graduate students of mathematics, statistics, econometrics, finance, insurance, and computer science, as well as researchers and professional statisticians working in these fields.

Download - (3 Mb)

Disclaimer:
Contents of this page are indexed from the Internet. All actions are under your responsability. Email us to report illegal contents or external links and we'll remove them immediately.

Download links for "Intermediate Probability: A Computational Approach":


How to Download
You may need eMule or Bittorrent to download ebook torrents or emule links.

Report Dead Link
Please leave a comment to report dead links, so that someone else may update new links.

1. Ebooks list page : 1446
2. Intermediate Probability: A Computational Approach
3. Fundamental Probability: A Computational Approach
4. Fundamental Probability: A Computational Approach
5. An Intermediate Course in Probability
6. Computational Probability: Algorithms and Applications in the Mathematical Sciences
7. New Approach Japanese Intermediate Course
8. Digital Dice: Computational Solutions to Practical Probability Problems
9. Intermediate Statistics and Econometrics: A Comparative Approach
10. Intermediate Microeconomics: A Modern Approach, Seventh Edition
11. Probability and Information: An Integrated Approach
12. Probability and Information: An Integrated Approach
13. Intermediate Dynamics: A Linear Algebraic Approach (Mechanical Engineering Series)
14. [share_ebook] Probability and Information: An Integrated Approach
15. Simulation: A Modeler's Approach (Wiley Series in Probability and Statistics)
16. Structural Equation Modelling: A Bayesian Approach (Wiley Series in Probability and Statistics)