A first course in probability Tapas K. Chandra, Dipak Chatterjee.

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A first course in probability Tapas K. Chandra, Dipak Chatterjee.



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Book's title: A first course in probability Tapas K. Chandra, Dipak Chatterjee.
Library of Congress Control Number: 00058594
International Standard Book Number (ISBN):0849309433 (alk. paper)
Cataloging Source:DLC, DLC DLC
Authentication Code:pcc
Library of Congress Call Number:QA273 .C487 2001
Dewey Decimal Classification Number:519.2$221
Personal Name:Chandra, T. K. (Tapas K.)
Publication, Distribution, etc.:Boca Raton . CRC Press/Narosa Pub. House, (c)2001.
Physical Description:xii, 467 p. : ill. ;, 25 cm.
Bibliography, etc. Note:Includes bibliographical references and index.
Formatted Contents Note:Machine generated contents note: PREFACE 1. Probability
1.1 Introduction 1
1.2 Algebra of Sets 2
1.3 Properties of Functions 5
1.4 Matrix Algebra 13
1.5 Three Approaches 16
1.6 Conditional Probability and Independence of Events 39
1.7 Geometric Probability 48
1.8 Miscellaneous Examples 54
Exercises 73 2. Univariate Distribution
2.1 Random Variable 80
2.2 Expectation, Variance and Moments 89
2.3 Moment Generating Function 104
2.4 Characteristic Function and Cumulants 106
2.5 Some Standard Discrete Distributions 100
2.6 Some Standard Continuous distributions 128
2.7 Transformation of Variables 143
2.8 Miscellaneous Examples 153
Exercises 175 3. Bivariate Distributions
3.1 Joint, Marginal and Conditional Distributions 188
3.2 Moments, Conditional Moments 200
3.3 Correlation and Regression 209
3.4 Transformation of Variables 215
3.5 Bivariate Normal Distribution 228
3.6 Bivariate Dirichlet Distribution 235
3.7 Miscellaneous Examples 237 4. Multivariate Distributions
4.1 Different Aspects of a Multivariate Distribution 258
4.2 2, t and F-Distributions 281
4.3 Correlation and Regression 296
4.4 Some Standard Multivariate Distributions 309
4.5 Order Statistics 320
4.6 Some Notions of Dependence 339
4.7 Results on Symmetrization 348
4.8 Miscellaneous Examples 353
Exercises 368 5. Limit Theorems
5.1 Chebyshev's Inequality 384
5.2 Other Useful Inequalities 390
5.3 Convergence in Distribution 403
5.4 Convergence in Probability 411
5.5 The Laws of Large Numbers 419
5.6 Central Limit Theorems 429
5.7 Miscellaneous Examples 438
Exercises 456.
Personal Name:Chatterjee, D. (Dipak)
Rubrics: Probabilities

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