Overview

Using Mathematica(R) and R, this updated text discusses the modeling and analysis of random experiments using the theory of probability. It illustrates discrete random processes through the classical gambler's ruin problem and its variants. It also covers continuous random processes, such as Poisson and general population models. With over 50 worked examples and more than 200 end-of-chapter problems, the text describes applications of probability to modeling problems in engineering, medicine, and biology. The book's website includes the Mathematica and R programs as well as a solutions manual for instructors upon qualfying course adoption.

Full Product Details

Author:   Peter Watts Jones (Keele University, Staffordshire, UK) ,  Peter Smith (Keele University, Staffordshire, UK)
Publisher:   Taylor & Francis Ltd
Imprint:   Chapman & Hall/CRC
Edition:   2nd New edition
Volume:   Vol. 83
Dimensions:   Width: 15.60cm , Height: 1.80cm , Length: 23.40cm
Weight:   0.340kg
ISBN:  

9781420099607

ISBN 10:   1420099604
Pages:   232
Publication Date:   15 October 2009
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Out of Print
Availability:   In Print  
Limited stock is available. It will be ordered for you and shipped pending supplier's limited stock.

Table of Contents

Some Background on Probability Introduction Probability Conditional probability and independence Discrete random variables Continuous random variables Mean and variance Some standard discrete probability distributions Some standard continuous probability distributions Generating functions Conditional expectation Some Gambling Problems Gambler’s ruin Probability of ruin Some numerical simulations Duration of the game Some variations of gambler’s ruin Random Walks Introduction Unrestricted random walks The probability distribution after n steps First returns of the symmetric random walk Markov Chains States and transitions Transition probabilities General two-state Markov chains Powers of the transition matrix for the m-state chain Gambler’s ruin as a Markov chain Classification of states Classification of chains Poisson Processes Introduction The Poisson process Partition theorem approach Iterative method The generating function Variance in terms of the probability generating function Arrival times Summary of the Poisson process Birth and Death Processes Introduction The birth process Birth process: Generating function equation The death process The combined birth and death process General population processes Queues Introduction The single-server queue The stationary process Queues with multiple servers Queues with fixed service times Classification of queues A general approach to the M(λ)/G/1 queue Reliability and Renewal Introduction The reliability function Exponential distribution and reliability Mean time to failure Reliability of series and parallel systems Renewal processes Expected number of renewals Branching and Other Random Processes Introduction Generational growth Mean and variance Probability of extinction Branching processes and martingales Stopping rules The simple epidemic An iterative solution scheme for the simple epidemic Computer Simulations and Projects Answers and Comments on End-of-Chapter Problems Appendix References and Further Reading Index Problems appear at the end of each chapter.

Reviews

... a good resource as a textbook or as a reference to complement other literature, especially with the examples and problems provided. -Biometrics, 67, September 2011

! a good resource as a textbook or as a reference to complement other literature, especially with the examples and problems provided. --Biometrics, 67, September 2011

Author Information

Peter W. Jones is a professor and Pro Vice Chancellor for Research and Enterprise at Keele University in Staffordshire, UK. Peter Smith is a Professor Emeritus in the School of Computing and Mathematics at Keele University in Staffordshire, UK.

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions