Preface |
Introduction and Overview / 1: |
Making decisions under uncertainty / 1.1: |
Overview of this book / 1.2: |
Summary and conclusions |
Exercises |
Probability and Random Variables / I: |
Probability / 2: |
Events and their probabilities / 2.1: |
Outcomes, events, and the sample space / 2.1.1: |
Set operations / 2.1.2: |
Rules of Probability / 2.2: |
Axioms of Probability / 2.2.1: |
Computing probabilities of events / 2.2.2: |
Applications in reliability / 2.2.3: |
Combinatorics / 2.3: |
Equally likely outcomes / 2.3.1: |
Permutations and combinations / 2.3.2: |
Conditional probability and independence / 2.4: |
Discrete Random Variables and Their Distributions / 3: |
Distribution of a random variable / 3.1: |
Main concepts / 3.1.1: |
Types of random variables / 3.1.2: |
Distribution of a random vector / 3.2: |
Joint distribution and marginal distributions / 3.2.1: |
Independence of random variables / 3.2.2: |
Expectation and variance / 3.3: |
Expectation / 3.3.1: |
Expectation of a function / 3.3.2: |
Properties / 3.3.3: |
Variance and standard deviation / 3.3.4: |
Covariance and correlation / 3.3.5: |
Chebyshev's inequality / 3.3.6: |
Application to finance / 3.3.8: |
Families of discrete distributions / 3.4: |
Bernoulli distribution / 3.4.1: |
Binomial distribution / 3.4.2: |
Geometric distribution / 3.4.3: |
Negative Binomial distribution / 3.4.4: |
Poisson distribution / 3.4.5: |
Poisson approximation of Binomial distribution / 3.4.6: |
Continuous Distributions / 4: |
Probability density / 4.1: |
Families of continuous distributions / 4.2: |
Uniform distribution / 4.2.1: |
Exponential distribution / 4.2.2: |
Gamma distribution / 4.2.3: |
Normal distribution / 4.2.4: |
Central Limit Theorem / 4.3: |
Computer Simulations and Monte Carlo Methods / 5: |
Introduction / 5.1: |
Applications and examples / 5.1.1: |
Simulation of random variables / 5.2: |
Random number generators / 5.2.1: |
Discrete methods / 5.2.2: |
Inverse transform method / 5.2.3: |
Rejection method / 5.2.4: |
Generation of random vectors / 5.2.5: |
Special methods / 5.2.6: |
Solving problems by Monte Carlo methods / 5.3: |
Estimating probabilities / 5.3.1: |
Estimating means and standard deviations / 5.3.2: |
Forecasting / 5.3.3: |
Estimating lengths, areas, and volumes / 5.3.4: |
Monte Carlo integration / 5.3.5: |
Stochastic Processes / II: |
Definitions and classifications / 6: |
Markov processes and Markov chains / 6.2: |
Markov chains / 6.2.1: |
Matrix approach / 6.2.2: |
Steady-state distribution / 6.2.3: |
Counting processes / 6.3: |
Binomial process / 6.3.1: |
Poisson process / 6.3.2: |
Simulation of stochastic processes / 6.4: |
Queuing Systems / 7: |
Main components of a queuing system / 7.1: |
The Little's Law / 7.2: |
Bernoulli single-server queuing process / 7.3: |
Systems with limited capacity / 7.3.1: |
M/M/1 system / 7.4: |
Evaluating the system's performance / 7.4.1: |
Multiserver queuing systems / 7.5: |
Bernoulli k-server queuing process / 7.5.1: |
M/M/k systems / 7.5.2: |
Unlimited number of servers and M/M/∞ / 7.5.3: |
Simulation of queuing systems / 7.6: |
Statistics / III: |
Introduction to Statistics / 8: |
Population and sample, parameters and statistics / 8.1: |
Descriptive statistics / 8.2: |
Mean / 8.2.1: |
Median / 8.2.2: |
Quantiles, percentiles, and quartiles / 8.2.3: |
Standard errors of estimates / 8.2.4: |
Interquartile range / 8.2.6: |
Graphical statistics / 8.3: |
Histogram / 8.3.1: |
Stem-and-leaf plot / 8.3.2: |
Boxplot / 8.3.3: |
Scatter plots and time plots / 8.3.4: |
Statistical Inference I / 9: |
Parameter estimation / 9.1: |
Method of moments / 9.1.1: |
Method of maximum likelihood / 9.1.2: |
Estimation of standard errors / 9.1.3: |
Confidence intervals / 9.2: |
Construction of confidence intervals: a general method / 9.2.1: |
Confidence interval for the population mean / 9.2.2: |
Confidence interval for the difference between two means / 9.2.3: |
Selection of a sample size / 9.2.4: |
Estimating means with a given precision / 9.2.5: |
Unknown standard deviation / 9.3: |
Large samples / 9.3.1: |
Confidence intervals for proportions / 9.3.2: |
Estimating proportions with a given precision / 9.3.3: |
Small samples: Student's t distribution / 9.3.4: |
Comparison of two populations with unknown variances / 9.3.5: |
Hypothesis testing / 9.4: |
Hypothesis and alternative / 9.4.1: |
Type I and Type II errors: level of significance / 9.4.2: |
Level ¿ tests: general approach / 9.4.3: |
Rejection regions and power / 9.4.4: |
Standard Normal null distribution (Z-test) / 9.4.5: |
Z-tests for means and proportions / 9.4.6: |
Pooled sample proportion / 9.4.7: |
Unknown ¿: T-tests / 9.4.8: |
Duality: two-sided tests and two-sided confidence intervals / 9.4.9: |
P-value / 9.4.10: |
Inference about variances / 9.5: |
Variance estimator and Chi-square distribution / 9.5.1: |
Confidence interval for the population variance / 9.5.2: |
Testing variance / 9.5.3: |
Comparison of two variances. F-distribution / 9.5.4: |
Confidence interval for the ratio of population variances / 9.5.5: |
F-tests comparing two variances / 9.5.6: |
Statistical Inference II / 10: |
Chi-square tests / 10.1: |
Testing a distribution / 10.1.1: |
Testing a family of distributions / 10.1.2: |
Testing independence / 10.1.3: |
Nonparametric statistics / 10.2: |
Sign test / 10.2.1: |
Wilcoxon signed rank test / 10.2.2: |
Mann-Whitney-Wilcoxon rank sum test / 10.2.3: |
Bootstrap / 10.3: |
Bootstrap distribution and all bootstrap samples / 10.3.1: |
Computer generated bootstrap samples / 10.3.2: |
Bootstrap confidence intervals / 10.3.3: |
Bayesian inference / 10.4: |
Prior and posterior / 10.4.1: |
Bayesian estimation / 10.4.2: |
Bayesian credible sets / 10.4.3: |
Bayesian hypothesis testing / 10.4.4: |
Regression / 11: |
Least squares estimation / 11.1: |
Examples / 11.1.1: |
Method of least squares / 11.1.2: |
Linear regression / 11.1.3: |
Regression, and correlation / 11.1.4: |
Overfitting a model / 11.1.5: |
Analysis of variance, prediction, and further inference / 11.2: |
ANOVA and R-square / 11.2.1: |
Tests and confidence intervals / 11.2.2: |
Prediction / 11.2.3: |
Multivariate regression / 11.3: |
Introduction and examples / 11.3.1: |
Matrix approach and least squares estimation / 11.3.2: |
Analysis of variance, tests, and prediction / 11.3.3: |
Model building / 11.4: |
Adjusted R-square / 11.4.1: |
Extra sum of squares, partial F-tests, and variable selection / 11.4.2: |
Categorical predictors and dummy variables / 11.4.3: |
Appendix |
Data sets / A.1: |
Inventory of distributions / A.2: |
Discrete families / A.2.1: |
Continuous families / A.2.2: |
Distribution tables / A.3: |
Calculus review / A.4: |
Inverse function / A.4.1: |
Limits and continuity / A.4.2: |
Sequences and series / A.4.3: |
Derivatives, minimum, and maximum / A.4.4: |
Integrals / A.4.5: |
Matrices and linear systems / A.5: |
Answers to selected exercises / A.6: |
Index |
Preface |
Introduction and Overview / 1: |
Making decisions under uncertainty / 1.1: |