Handbook of Probability (Wiley Handbooks in Applied Statistics) by Florescu, Ionut -- Read -- Imperial Library of Trantor

Index

Cover Wiley Handbooks in Applied Statistics Title Page Copyright List of Figures Preface Introduction Chapter One: Probability Space

1.1 Introduction/Purpose of the Chapter 1.2 Vignette/Historical Notes 1.3 Notations and Definitions 1.4 Theory and Applications 1.5 Summary Exercises

Chapter Two: Probability Measure

2.1 Introduction/Purpose of the Chapter 2.2 Vignette/Historical Notes 2.3 Theory and Applications 2.4 Lebesgue Measure on the Unit Interval (0,1] Exercises

Chapter Three: Random Variables: Generalities

3.1 Introduction/Purpose of the Chapter 3.2 Vignette/Historical Notes 3.3 Theory and Applications Exercises

Chapter Four: Random Variables: The Discrete Case

4.1 Introduction/Purpose of the Chapter 4.2 Vignette/Historical Notes 4.3 Theory and Applications 4.4 Examples of Discrete Random Variables Exercises

Chapter Five: Random Variables: The Continuous Case

5.1 Introduction/Purpose of the Chapter 5.2 Vignette/Historical Notes 5.3 Theory and Applications 5.4 Examples Exercises

Chapter Six: Generating Random Variables

6.1 Introduction/Purpose of the Chapter 6.2 Vignette/Historical Notes 6.3 Theory and Applications 6.4 Generating Multivariate Distributions with Prescribed Covariance Structure Exercises

Chapter Seven: Random Vectors in Rn

7.1 Introduction/Purpose of the Chapter 7.2 Vignette/Historical Notes 7.3 Theory and Applications Exercises

Chapter Eight: Characteristic Function

8.1 Introduction/Purpose of the Chapter 8.2 Vignette/Historical Notes 8.3 Theory and Applications 8.4 Calculation of the Characteristic Function for Commonly Encountered Distributions Exercises

Chapter Nine: Moment-Generating Function

9.1 Introduction/Purpose of the Chapter 9.2 Vignette/Historical Notes 9.3 Theory and Applications Exercises

Chapter Ten: Gaussian Random Vectors

10.1 Introduction/Purpose of the Chapter 10.2 Vignette/Historical Notes 10.3 Theory and Applications Exercises

11.1 Introduction/Purpose of the Chapter 11.2 Vignette/Historical Notes 11.3 Theory and Applications: Types of Convergence 11.4 Relationships Between Types of Convergence Exercises

Chapter Twelve: Limit Theorems

12.1 Introduction/Purpose of the Chapter 12.2 Vignette/Historical Notes 12.3 Theory and Applications 12.4 Central Limit Theorem Exercises

Chapter Thirteen: Appendix A: Integration Theory. General Expectations

13.1 Integral of Measurable Functions 13.2 General Expectations and Moments of a Random Variable

Bibliography Index