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Probability Distributions Involving Gaussian Random Variables
ISBN-13:
9780387476940
Veröffentl:
2007
Seiten:
200
Autor:
Marvin K. Simon
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
1 - PDF Watermark
Sprache:
Englisch
Beschreibung:
This handbook, now available in paperback, brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians. The handbook is not specific to fixed research areas, but rather it has a generic flavor that can be applied by anyone working with probabilistic and stochastic analysis and modeling.
""The one source that brings almost all of the necessary background material together in a readily usable form and is thus an extremely valuable reference." Dr. Desmond P. Taylor, University of Canterbury. "One of the most useful aids to research... It has replaced various other well-known resources because of its concentration of relevant, timely, and easily accessible results. Dr. Larry Milstein, UCSD.
A Brief Biography of Carl Friedrich Gauss.- Preface.- Acknowledgment.- Introduction.- Basic Definitions and Notation.- Fundamental One-Dimensional Variables.- Fundamental Multidimensional Variables.- Difference of Chi-Square Random Variables.- Sum of Chi-Square Random Variables.- Products of Random Variables.- Ratios of Random Variables.- Maximum and Minimum of Pairs of Random Variables.- Quadratic Forms.- Other Miscellaneous Forms.- Appendix A: Alternative Forms.- One-Dimensional Distributions and Functions.- Two-Dimensional Distributions and Functions.- Appendix B: Integrals Involving Q-Functions.- The Gaussian Q-Function.- The First-Order Marcum Q-Function.- The Generalized (MTH-Order) Marcum Q-Function.- Appendix C: Bounds on the Gaussian Q-Function and the Marcum Q-Function.- The Gaussian Q-Function.- The Marcum Q-Function.- References.- Illustrations.
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