An Introduction To The Theory of Probability
Publisher: World Scientific Publishing Co. Inc
Published: September 23, 2011
Place of publication: New Jersey, USA
Language: eng
Format: Hardcover, Paperback
Number of pages: 474
ISBN-13: 9789814313438
Description: The Theory of Probability is a major tool that can be used to explain and understand the various phenomena in different natural, physical and social sciences. This book provides a systematic exposition of the theory in a setting which contains a balanced mixture of the classical approach and the modern day axiomatic approach. After reviewing the basis of the theory, the book considers univariate distributions, bivariate normal distribution, multinomial distribution and convergence of random variables. Difficult ideas have been explained lucidly and have been augmented with explanatory notes, examples and exercises. The basic requirement for reading this book is simply a knowledge of mathematics at graduate level.This book tries to explain the difficult ideas in the axiomatic approach to the theory of probability in a clear and comprehensible manner. It includes several unusual distributions including the power series distribution that have been covered in great detail. Readers will find many worked-out examples and exercises with hints, which will make the book easily readable and engaging.
Notes: Includes bibliographical references (p. 461-463) and index.
Table of contents: title: Preliminaries --; title: The classical approach --; title: Axiomatic approach --; title: Random variables and probability distributions --; title: Expectation of a discrete random variable --; title: Some properties of a probability distribution on R --; title: Generating functions --; title: Some discrete distributions on R --; title: Some continuous distributions on R --; title: Probability distribution on R --; title: Probability distributions of functions of random variables --; title: Convergence of a sequence of random variables --; title: Elements of stochastic process.