Beschreibung:
Computational probability encompasses data structures and algorithms that have emerged over the past decade that allow researchers and students to focus on a new class of stochastic problems. COMPUTATIONAL PROBABILITY is the first book that examines and presents these computational methods in a systematic manner. The techniques described here address problems that require exact probability calculations, many of which have been considered intractable in the past. The first chapter introduces computational probability analysis, followed by a chapter on the Maple computer algebra system. The third chapter begins the description of APPL, the probability modeling language created by the authors. The book ends with three applications-based chapters that emphasize applications in survival analysis and stochastic simulation.
"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.- Maple for APPL.- Algorithms for Continuous Random Variables.- Data Structures and Simple Algorithms.- Transformations of Random Variables.- Products of Random Variables.- Algorithms for Discrete Random Variables.- Data Structures and Simple Algorithms.- Sums of Independent Random Variables.- Order Statistics.- Applications.- Reliability and Survival Analysis.- Stochastic Simulation.- Other Applications.