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Continuous Distributions

Probability Examples c-6

168
Language:  English
In this book you find the basic mathematics that is needed by engineers and university students .
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Description
Preface
Content

In this book you find the basic mathematics that is needed by engineers and university students . The author will help you to understand the meaning and function of mathematical concepts. The best way to learn it, is by doing it, the exercises in this book will help you do just that.

Topics as Elementary probability calculus, density functions and stochastic processes are illustrated.

This book requires knowledge of Calculus 1 and Calculus 2.

This is the sixth book of examples from the Theory of Probability. This topic is not my favourite, however, thanks to my former colleague, Ole Jørsboe, I somehow managed to get an idea of what it is all about. The way I have treated the topic will often diverge from the more professional treatment. On the other hand, it will probably also be closer to the way of thinking which is more common among many readers, because I also had to start from scratch.

The prerequisites for the topics can e.g. be found in the Ventus: Calculus 2 series, so I shall refer the reader to these books, concerning e.g. plane integrals.

Unfortunately errors cannot be avoided in a first edition of a work of this type. However, the author has tried to put them on a minimum, hoping that the reader will meet with sympathy the errors which do occur in the text.

Leif Mejlbro
27th October 2009

  1. Some theoretical background
    1. The exponential distribution
    2. The normal distribution
    3. 2-dimensional normal distributions
    4. Conditional normal distribution
    5. Sums of independent normal distributed random variables
    6. The Central Limit Theorem
    7. The Maxwell distribution
    8. The Gamma distribution
    9. The 2 distribution
    10. The t distribution
    11. The F distribution
    12. Estimation of parameters
  2. The Exponential Distribution
  3. The Normal Distribution
  4. The Central Limit Theorem
  5. The Maxwell distribution
  6. The Gamma distribution
  7. The normal distribution and the Gamma distribution
  8. Convergence in distribution
  9. The 2 distribution
  10. The F distribution
  11. The F distribution and the t distribution
  12. Estimation of parameters
  13. Index
About the Author

Leif Mejlbro