随机数学及其应用PDF电子书下载
- 电子书积分:10 积分如何计算积分?
- 作 者:刘国庆主编
- 出 版 社:哈尔滨:哈尔滨工业大学出版社
- 出版年份:2012
- ISBN:9787560337685
- 页数:248 页
Chapter 1 Events and Probability 1
1.1 Events as Sets 1
1.2 Probability 3
1.3 Exercises 32
Chapter 2 Random Variables and Their Distributions 36
2.1 Random Variables 36
2.2 Discrete Random Variables 39
2.3 Expected Value of Discrete Random Variable 39
2.4 Expectation of a Function of a Discrete Random Variable 40
2.5 Variance of Random Variables 43
2.6 Continuous Random Variables 60
2.7 Distribution of a Function of a Random Variable 72
2.8 Exercises 75
Chapter 3 Joint Distributions of Two Random Variables 79
3.1 Joint Cumulative Probability Distribution Function 79
3.2 Joint Probability Mass Function for Discrete Random Variable 80
3.3 Joint Probability Density Function 82
3.4 Independent Random Variables 85
3.5 Covariance 87
3.6 Correlation Coefficient 88
3.7 Bivariate Normal Distribution 94
3.8 Conditional Distributions 97
3.9 Joint Probability Distribution of Functions of Random Variables 116
3.10 Exercises 133
Chapter 4 Law of Large Numbers 139
4.1 Generating Functions and Their Applications 139
4.2 Characteristic Functions 151
4.3 Limit Theorems 156
4.4 Law of Large Numbers(LLN) 158
4.5 Exercises 177
Chapter 5 Mathematical Statistics 181
5.1 Introduction 181
5.2 Random Sampling 182
5.3 Distributions of Statistics 183
5.4 The Sample Mean and the Sample Variance 185
5.5 Point Estimation 188
5.6 Confidence Intervals 190
5.7 Testing of Hypotheses 191
5.8 Exercises 193
Chapter 6 Approaches to Semiparametric Bounds on Means and Variances 197
6.1 Introduction to Moment Problems 197
6.2 Convex Optimization Approach(Duality Theory) 200
6.3 Semidefinite Programming(SDP) 210
6.4 Khinchin Transform Method for Unimodal Distributions 213
6.5 Convex Representation 216
6.6 Symmetrization Methods for Variance 217
6.7 Optimal Distance and Optimal Ratio 233
6.8 Other Methods 234
Index 246
后记 248
- 《钒产业技术及应用》高峰,彭清静,华骏主编 2019
- 《现代水泥技术发展与应用论文集》天津水泥工业设计研究院有限公司编 2019
- 《MBA大师.2020年MBAMPAMPAcc管理类联考专用辅导教材 数学考点精讲》(中国)董璞 2019
- 《英汉翻译理论的多维阐释及应用剖析》常瑞娟著 2019
- 《2013数学奥林匹克试题集锦 走向IMO》2013年IMO中国国家集训队教练组编 2013
- 《一个数学家的辩白》(英)哈代(G.H.Hardy)著;李文林,戴宗铎,高嵘译 2019
- 《数据库技术与应用 Access 2010 微课版 第2版》刘卫国主编 2020
- 《高等数学试题与详解》西安电子科技大学高等数学教学团队 2019
- 《区块链DAPP开发入门、代码实现、场景应用》李万胜著 2019
- 《虚拟流域环境理论技术研究与应用》冶运涛蒋云钟梁犁丽曹引等编著 2019