Author | Freiberger, Walter. author |
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Title | A Course in Computational Probability and Statistics [electronic resource] / by Walter Freiberger, Ulf Grenander |
Imprint | New York, NY : Springer New York, 1971 |
Connect to | http://dx.doi.org/10.1007/978-1-4612-9837-3 |
Descript | XII, 156 p. online resource |
1. Randomness -- 1.1 Fundamentals -- 1.2 Random Number Generation -- Appendix 1: Figures -- 2. Simulation -- 2.1 Simple Monte Carlo -- 2.2 Assignments -- 2.3 Randomness and Monte Carlo -- 2.4 Improved Monte Carlo -- 2.5 Quadrature -- 2.6 Conclusions -- 3. Limit Theorems -- 3.1 Limits of Convolutions -- 3.2 An Insurance Model -- 3.3 Approximation -- Appendix 3: Figures -- 4. Stochastic Processes -- 4.1 General Properties -- 4.2 An Investment Example -- 4.3 Stationary Stochastic Processes -- 4.4 Markov Chains -- Appendix 4: Figures -- 5. Particular Stochastic Processes -- 5.1 A Growth Model -- 5.2 The Random Phase Model -- 5.3 Renewal Processes -- Appendix 5: Figures -- 6. Decision Problems -- 6.1 Generalities -- 6.2 A Stochastic Approximation Problem -- 6.3 An Insurance Game -- 6.4 Design of Experiments -- 6.5 A Search Problem -- Appendix 6: Figures -- 7. A Computational Approach to Statistics -- 7.1 Statistical Computing -- 7.2 Analysis of Variance -- 7.3 Non-Standard Situations -- 7.4 Bayesian Estimation -- Appendix 7: Figures -- 8. Time-Series Analysis -- 8.1 Estimation of the Spectral Density -- 8.2 The Fast Fourier Transform -- 8.3 Regression Analysis of Time Series -- 8.4 Signal Detection -- Appendix 8: Figures -- References