This is a textbook on applied probability and statistics with computer science applications for students at the upper undergraduate level. It may also be used as a self study book for the practicing computer science professional. The successful first edition of this book proved extremely useful to students who need to use probability, statistics and queueing theory to solve problems in other fields, such as engineering, physics, operations research, and management science. The book has also been successfully used for courses in queueing theory for operations research students. This second edition includes a new chapter on regression as well as more than twice as many exercises at the end of each chapter. While the emphasis is the same as in the first edition, this new book makes more extensive use of available personal computer software, such as Minitab and Mathematica.
Author(s): Arnold O. Allen
Series: Computer Science and Scientific Computing
Edition: 2
Publisher: Academic Press
Year: 1990
Language: English
Pages: 763
Cover......Page __sk_0000.djvu
Copyright......Page __sk_0002.djvu
Contents......Page __sk_0005.djvu
Preface......Page __sk_0009.djvu
Acknowledgments......Page __sk_0017.djvu
1 Introduction......Page __sk_0023.djvu
Part 1: Probability......Page __sk_0027.djvu
Preface to Part 1: Probability......Page __sk_0029.djvu
2.0 Introduction......Page __sk_0031.djvu
2.1 Sample Spaces and Events......Page __sk_0032.djvu
2.2 Probability Measures......Page __sk_0037.djvu
2.3 Combinatorial Analysis......Page __sk_0042.djvu
2.4 Conditional Probability......Page __sk_0046.djvu
2.5 Random Variables......Page __sk_0056.djvu
2.6 Parameters of Random Variables......Page __sk_0062.djvu
2.7 Jointly Distributed Random Variables......Page __sk_0068.djvu
2.8 Conditional Expectation......Page __sk_0082.djvu
2.9 Transform Methods......Page __sk_0089.djvu
2.10 Inequalities......Page __sk_0098.djvu
2.11 Exercises......Page __sk_0108.djvu
References......Page __sk_0128.djvu
3.0 Introduction......Page __sk_0131.djvu
3.1 Discrete Random Variables......Page __sk_0132.djvu
3.2 Continuous Random Variables......Page __sk_0143.djvu
3.3 Central Limit Theorem......Page __sk_0180.djvu
3.4 Applied Transforms......Page __sk_0186.djvu
3.5 Summary......Page __sk_0199.djvu
3.6 Exercises......Page __sk_0201.djvu
References......Page __sk_0218.djvu
4. 0 Introduction......Page __sk_0221.djvu
4.1 Definitions......Page __sk_0222.djvu
4.2 The Poisson Process......Page __sk_0226.djvu
4.3 Birth-and-Death Process......Page __sk_0231.djvu
4.4 Markov Chains......Page __sk_0241.djvu
4.5 Renewal Theory......Page __sk_0256.djvu
4.6 Exercises......Page __sk_0260.djvu
References......Page __sk_0262.djvu
Part 2: Queueing Theory......Page __sk_0265.djvu
Preface to Part 2: Queueing Theory......Page __sk_0267.djvu
5.0 Introduction......Page __sk_0269.djvu
5.1 Describing a Queueing System......Page __sk_0273.djvu
5.2 Birth-and-Death Process Models......Page __sk_0283.djvu
5.3 Embedded Markov Chain Systems......Page __sk_0323.djvu
5.4 Priority Queueing Systems......Page __sk_0346.djvu
5.5 Bounds And Approximations......Page __sk_0358.djvu
5. 7 Exercises......Page __sk_0364.djvu
References......Page __sk_0392.djvu
6.0 Introduction......Page __sk_0399.djvu
6.1 Finite Population Models......Page __sk_0403.djvu
6.2 Jackson Networks......Page __sk_0408.djvu
6.3 BCMP Queueing Networks......Page __sk_0422.djvu
6.5 Exercises......Page __sk_0439.djvu
References......Page __sk_0442.djvu
Part 3: Statistical Inference......Page __sk_0445.djvu
Preface to Part 3: Statistical Inference......Page __sk_0447.djvu
7.0 Introduction......Page __sk_0451.djvu
7.1 Estimators......Page __sk_0453.djvu
7.2 Confidence Intervals......Page __sk_0464.djvu
7.3 Exploratory Data Analysis......Page __sk_0472.djvu
7.4 Exercises......Page __sk_0499.djvu
References......Page __sk_0502.djvu
8.0 Introduction......Page __sk_0505.djvu
8.1 Hypothesis Test Procedure......Page __sk_0506.djvu
8.2 Tests of Means......Page __sk_0511.djvu
8.3 Tests of Variances......Page __sk_0523.djvu
8.4 Bernoulli Tests......Page __sk_0528.djvu
8.5 Chi-Square Tests......Page __sk_0537.djvu
8.6 EDF Tests......Page __sk_0546.djvu
8.7 Analysis of Variance......Page __sk_0556.djvu
8.8 Nonparametric Tests......Page __sk_0561.djvu
8.9 Summary Table......Page __sk_0568.djvu
8.10 Exercises......Page __sk_0570.djvu
References......Page __sk_0573.djvu
9.0 Introduction......Page __sk_0577.djvu
9.1 Simple Linear Regression......Page __sk_0579.djvu
9.2 Nonlinear Regression......Page __sk_0606.djvu
9.3 Multiple Linear Regression......Page __sk_0610.djvu
9.4 Exercises......Page __sk_0632.djvu
References......Page __sk_0638.djvu
Appendix A. Statistical Tables......Page __sk_0641.djvu
Appendix B. APL Programs......Page __sk_0661.djvu
Appendix C. Queueing Theory Formulas......Page __sk_0687.djvu
Appendix D. Mathematica Programs......Page __sk_0737.djvu
Appendix E. Answers to Exercises......Page __sk_0743.djvu
Index......Page __sk_0753.djvu
