Probability and statistical models : foundations for problems in reliability and financial mathematics
With an emphasis on models and techniques, this textbook introduces many of the fundamental concepts of stochastic modeling that are now a vital component of almost every scientific investigation. These models form the basis of well-known parametric lifetime distributions such as exponential, Weibul...
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| Auteurs principaux: | , , |
|---|---|
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
Boston, MA :
Birkhäuser Boston : Imprint: Birkhäuser
[20..].
Cham : Springer Nature |
| Édition: | First. |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Probability and statistical models, foundations for problems in reliability and financial mathematics, Arjun K. Gupta, Wei-Bin Zeng, Yanhong Wu, [Basel], Birkhäuser, 2010, 978-0-8176-4986-9 • Probability and Statistical Models, Texte imprimé, 9780817649883 |
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| 100 | 1 | |a Gupta, Arjun Kumar, |d 1938- | |
| 245 | 1 | 0 | |a Probability and statistical models : |b foundations for problems in reliability and financial mathematics |c by Arjun K. Gupta, Wei-Bin Zeng, Yanhong Wu. |
| 250 | |a First. | ||
| 260 | |a Boston, MA : |b Birkhäuser Boston : |b Imprint: Birkhäuser. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a Preliminaries Exponential Distribution Poisson Process Parametric Families of Lifetime Distributions Lifetime Distribution Classes Multivariate Lifetime Distributions Association and Dependence Renewal Theory Risk Theory Asset Pricing Theory Credit Risk Modeling. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a With an emphasis on models and techniques, this textbook introduces many of the fundamental concepts of stochastic modeling that are now a vital component of almost every scientific investigation. These models form the basis of well-known parametric lifetime distributions such as exponential, Weibull, and gamma distributions, as well as change-point and mixture models. The authors also consider more general notions of non-parametric lifetime distribution classes. In particular, emphasis is placed on laying the foundation for solving problems in reliability, insurance, finance, and credit risk. Exercises and solutions to selected problems accompany each chapter in order to allow students to explore these foundations. The key subjects covered include: * Exponential distributions and the Poisson process * Parametric lifetime distributions * Non-parametric lifetime distribution classes * Multivariate exponential extensions * Association and dependence * Renewal theory * Problems in reliability, insurance, finance, and credit risk This work differs from traditional probability textbooks in a number of ways. Since no measure theory knowledge is necessary to understand the material and coverage of the central limit theorem and normal theory related topics has been omitted, the work may be used as a single-semester senior undergraduate or first-year graduate textbook as well as in a second course on probability modeling. Many of the chapters that examine central topics in applied probability can be read independently, allowing both instructors and readers extra flexibility in their use of the book. Probability and Statistical Models is for a wide audience including advanced undergraduate and beginning-level graduate students, researchers, and practitioners in mathematics, statistics, engineering, and economics. | ||
| 700 | 1 | |a Zeng, Wei-Bin. |4 aut | |
| 700 | 1 | |a Wu, Yanhong, |d 19..- |4 aut | |
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| 776 | 0 | |t Probability and Statistical Models |b Texte imprimé |z 9780817649883 | |
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