Computational probability : algorithms and applications in the mathematical sciences /

Computational probability : algorithms and applications in the mathematical sciences /

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Bibliographic Details
Author / Creator:	Drew, John H.
Edition:	Second edition.
Imprint:	Cham, Switzerland : Springer, [2017]
Description:	1 online resource
Language:	English
Series:	International series in operations research & management science ; volume 246 International series in operations research & management science ; v. 246.
Subject:	Mathematics -- Data processing. Probabilities -- Data processing. Probabilities -- Data processing. Mathematics -- Data processing. Business. Decision making. Operations research. Probabilities. Statistics.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11270323

Hidden Bibliographic Details
Other authors / contributors:	Evans, Diane L. (Diane Louise), 1954- author. Glen, Andrew G., author. Leemis, Lawrence M., author.
ISBN:	3319433237 9783319433233 3319433210 9783319433219 9783319433219
Digital file characteristics:	text file PDF
Notes:	Includes bibliographical references and index.
Summary:	"This focuses on the developing field of building probability models with the power of symbolic algebra systems. The book combines the uses of symbolic algebra with probabilistic/stochastic application and highlights the applications in a variety of contexts. The research explored in each chapter is unified by the use of A Probability Programming Language (APPL) to achieve the modeling objectives. APPL, as a research tool, enables a probabilist or statistician the ability to explore new ideas, methods, and models. Furthermore, as an open-source language, it sets the foundation for future algorithms to augment the original code. Computational Probability Applications is comprised of fifteen chapters, each presenting a specific application of computational probability using the APPL modeling and computer language. The chapter topics include using inverse gamma as a survival distribution, linear approximations of probability density functions, and also moment-ratio diagrams for univariate distributions. These works highlight interesting examples, often done by undergraduate students and graduate students that can serve as templates for future work. In addition, this book should appeal to researchers and practitioners in a range of fields including probability, statistics, engineering, finance, neuroscience, and economics"--Provided by publisher
Other form:	Printed edition: 9783319433219
Standard no.:	10.1007/978-3-319-43323-3

Description
Summary:	This new edition includes the latest advances and developments in computational probability involving A Probability Programming Language (APPL). The book examines and presents, in a systematic manner, computational probability methods that encompass data structures and algorithms. The developed techniques address problems that require exact probability calculations, many of which have been considered intractable in the past. The book addresses the plight of the probabilist by providing algorithms to perform calculations associated with random variables. <br> Computational Probability: Algorithms and Applications in the Mathematical Sciences, 2nd Edition begins with an introductory chapter that contains short examples involving the elementary use of APPL. Chapter 2 reviews the Maple data structures and functions necessary to implement APPL. This is followed by a discussion of the development of the data structures and algorithms (Chapters 3-6 for continuous random variables and Chapters 7-9 for discrete random variables) used in APPL. The book concludes with Chapters 10-15 introducing a sampling of various applications in the mathematical sciences. This book should appeal to researchers in the mathematical sciences with an interest in applied probability and instructors using the book for a special topics course in computational probability taught in a mathematics, statistics, operations research, management science, or industrial engineering department.
Physical Description:	1 online resource
Bibliography:	Includes bibliographical references and index.
ISBN:	3319433237 9783319433233 3319433210 9783319433219