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Table Of Contents

Mathematical Models
Deterministic models
Nondeterministic models
Sets
Basic definitions
Set operations
Set identities
Proving statements about sets
A proof of the distributive law for sets
Elementary sets
Cardinality of sets
Sample spaces and events
Sets of events
Self-Test Exercises for Chapter 1
Questions for Chapter 1
ENUMERATION
Fundamental Rule
Permutation of n items distinguished by groups
Self-Test Exercises for Chapter 2
Questions for Chapter 2
PROBABILITY
Probability Spaces
Measuring sets
Interpretation of probability
Examples using logical probability
Relationships between English and set notation
Deductions from the axioms
THE BIRTHDAY PROBLEM
The birthday problem on the planet Yak
Conditional Probability and Independence
Conditional probability
Independence
Bayes’ theorem
Independence of more than two events
Self-Test Exercises for Chapter 3
Questions for Chapter 3
Cumulative Distribution Function
Properties of any cumulative distribution function
Discrete Random Variables
Properties of any probability mass function
Examples of discrete distributions
Properties of any probability density function
Differential mass interpretation of the pdf
Examples of continuous distributions
Expectation
Finding E(X) for some specific distributions
Binomial distribution
Poisson distribution
Geometric distribution
Exponential distribution
Other measures of central tendency
Self-Test Exercises for Chapter 4
Questions for Chapter 4
Some examples
Discrete case
Continuous case
Invertible Functions of Continuous Random Variables
Expected values for functions of random variables
The kth Moment of X
Variance
Approximating E(h(X)) and Var(h(X))
Chebychev’s Inequality
The Law of Large Numbers
The Normal Distribution
Tools for using the standard normal tables
Self-Test Exercises for Chapter 5
Questions for Chapter 5
Definition
Joint Distributions
Discrete Distributions
Marginal Distributions
Functions of Random Vectors
Independence of Random Variables
Testing for independence
Expectation and random vectors
Random vectors and conditional probability
Conditional distributions
Self-Test Exercises for Chapter 6
Questions for Chapter 6
Transforms
Notation
Probability generating functions
Moment generating functions
Other transforms of random variables
Linear combinations of normal random variables
The distribution of the sample mean
The Central Limit Theorem
The DeMoivre-Laplace Theorem
The distribution of the sample mean for large n
Self-Test Exercises for Chapter 7
Questions for Chapter 7
Basic Concepts
Random samples
Statistics
Point Estimation
The problem
Unbiased estimators
Finding Estimators
Method of maximum likelihood
Self-Test Exercises for Chapter 8
Questions for Chapter 8
Coin Tossing (Binary) Models
The binomial distribution
The geometric distribution
The Poisson distribution
Random Particle Models
Self-Test Exercises for Chapter 9
Questions for Chapter 9
Approximation for the Normal Integral
Approximation for the Inverse Normal Integral
Questions for Chapter 10
TABLE I: STANDARD NORMAL CUMULATIVE DISTRIBUTION FUNCTION
TABLE II: SOME COMMON PROBABILITY DISTRIBUTIONS
ANSWERS TO SELF-TEST EXERCISES
SAMPLE EXAMINATION 1
PART I: MULTIPLE CHOICE QUESTIONS
PART II
SAMPLE EXAMINATION 2
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3500317 Applied Probability

3500317 Applied Probability

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Published by: ioanolah on Oct 04, 2010
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