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Algorithms for Random Variables Analysis

The document provides a comprehensive overview of computational probability, focusing on algorithms for both continuous and discrete random variables, along with their applications. It covers various topics including data structures, transformations, reliability analysis, stochastic simulation, and Bayesian applications. Each section includes theoretical foundations, implementation in APPL, and practical examples.

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6 views2 pages

Algorithms for Random Variables Analysis

The document provides a comprehensive overview of computational probability, focusing on algorithms for both continuous and discrete random variables, along with their applications. It covers various topics including data structures, transformations, reliability analysis, stochastic simulation, and Bayesian applications. Each section includes theoretical foundations, implementation in APPL, and practical examples.

Uploaded by

y9dmfgnalk
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as TXT, PDF, TXT or read online on Scribd

Part I.

Introduction

1 Computational Probability
1.1 Four Simple Examples of the Use of APPL
1.2 A Different Way of Thinking
1.3 Overview
2 Maple for APPL
2.1 Numerical Computations
2.2 Variables
2.3 Symbolic Computations
2.4 Functions
2.5 Data Types
2.6 Solving Equations
2.7 Graphing
2.8 Calculus
2.9 Loops and Conditions
2.10 Procedures

Part II. Algorithms for Continuous Random Variables

3 Data Structures and Simple Algorithms


3.1 Data Structures
3.2 Simple Algorithms
4 Transformations of Random Variables
4.1 Theorem
4.2 Implementation in APPL
4.3 Examples
5 Bivariate Transformations of Random Variables
5.1 Algorithm
5.2 Data Structure
5.3 Implementation
5.4 Examples
6 Products of Random Variables
6.1 Theorem
6.2 Implementation in APPL
6.3 Examples
6.4 Extensions
6.5 Algorithm

Part III. Algorithms for Discrete Random Variables

7 Data Structures and Simple Algorithms


7.1 Data Structures
7.2 Simple Algorithms
8 Sums of Independent Discrete Random Variables
8.1 Preliminary Examples
8.2 Conceptual Algorithm Development
8.3 Algorithm
8.4 Implementation Issues
8.5 Examples
9 Order Statistics for Random Sampling from Discrete Populations
9.1 Notation and Taxonomy
9.2 Sampling Without Replacement
9.3 Sampling With Replacement
9.4 Extension

Part IV. Applications


10 Reliability and Survival Analysis
10.1 Systems Analysis
10.2 Lower Confidence Bound on System Reliability
10.3 Survival Analysis
10.4 Applying Bootstrap Methods to System Reliability
11 Symbolic ARMA Model Analysis
11.1 ARMA Model Basics
11.2 Implementation
11.3 Examples
12 Stochastic Simulation
12.1 Tests of Randomness
12.2 Input Modeling
12.3 Kolmogorov--Smirnov Goodness-of-Fit Test
13 Transient Queueing Analysis
13.1 Introduction
13.2 Basics of the M/M/s Queue
13.3 Creating the Sojourn Time Distribution
13.4 Transient Analysis Applications
13.5 Covariance and Correlation in the M/M/1 Queue
13.6 Extending Covariance Calculations
13.7 Sojourn Time Covariance with k Customers Initially Present
14 Bayesian Applications
14.1 Introduction
14.2 Bayesian Inference on Single-Parameter Distributions
14.3 Bayesian Inference on Multiple-Parameter Distributions
15 Other Applications
15.1 Stochastic Activity Networks
15.2 Benford's Law
15.3 Miscellaneous Applications

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