introduction to probability - grinstead & snell

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1、IntroductiontoProbabilityCharlesM.GrinsteadSwarthmoreCollegeJ.LaurieSnellDartmouthCollegeToourwivesandinmemoryofReeseT.ProsserContents1DiscreteProbabilityDistributions11.1SimulationofDiscreteProbabilities...................11.2DiscreteProbabilityDistributi

2、ons....................182ContinuousProbabilityDensities412.1SimulationofContinuousProbabilities.................412.2ContinuousDensityFunctions......................553Combinatorics753.1Permutations...............................753.2Combinations.........

3、......................923.3CardShuffling...............................1204ConditionalProbability1334.1DiscreteConditionalProbability....................1334.2ContinuousConditionalProbability...................1624.3Paradoxes.................................

4、1755DistributionsandDensities1835.1ImportantDistributions.........................1835.2ImportantDensities...........................2056ExpectedValueandVariance2256.1ExpectedValue..............................2256.2VarianceofDiscreteRandomVariables.......

5、..........2576.3ContinuousRandomVariables......................2687SumsofRandomVariables2857.1SumsofDiscreteRandomVariables..................2857.2SumsofContinuousRandomVariables.................2918LawofLargeNumbers3058.1DiscreteRandomVariables...........

6、............3058.2ContinuousRandomVariables......................316vviCONTENTS9CentralLimitTheorem3259.1BernoulliTrials..............................3259.2DiscreteIndependentTrials.......................3409.3ContinuousIndependentTrials...................

7、..35510GeneratingFunctions36510.1DiscreteDistributions..........................36510.2BranchingProcesses...........................37710.3ContinuousDensities...........................39411MarkovChains40511.1Introduction................................405

8、11.2AbsorbingMarkovChains........................41511.3ErgodicMarkovChains.........................43311.4FundamentalLimitTheorem......................44711.5MeanFirstPassageTime........................45212