random-variables-ii.pdf

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1、Random variables II Probability Examples c3 Leif Mejlbro Download free books at LeifMejlbroProbabilityExamplesc-3RandomvariablesII2ProbabilityExamplesc-3–RandomvariablesII©2009LeifMejlbro&VentusPublishingApSISBN978-87-7681-518-93RandomvariablesIIContentsContentsIntroduction51Sometheore

2、ticalresults62Lawoftotalprobability203Correlationcoecientandskewness234ExamplesconcerningthePoissondistribution605Miscellaneousexamples70Index116Fast-trackyourcareerMastersinManagementStandoutfromthecrowdDesignedforgraduateswithlessthanoneyearoffull-timepostgraduateworkexperience,Londo

3、nBusinessSchool’sMastersinManagementwillexpandyourPleaseclicktheadvertthinkingandprovideyouwiththefoundationsforasuccessfulcareerinbusiness.Theprogrammeisdevelopedinconsultationwithrecruiterstoprovideyouwiththekeyskillsthattopemployersdemand.Through11monthsoffull-timestudy,youwillgaint

4、hebusinessknowledgeandcapabilitiestoincreaseyourcareerchoicesandstandoutfromthecrowd.LondonBusinessSchoolApplicationsarenowopenforentryinSeptember2011.Regent’sParkLondonNW14SAUnitedKingdomFormoreinformationvisitwww.london.edu/mim/Tel+44(0)2070007573Emailmim@london.eduemailmim@london.ed

5、uorcall+44(0)2070007573www.london.edu/mim/4RandomvariablesIIIntroductionIntroductionThisisthethirdbookofexamplesfromtheTheoryofProbability.Thistopicisnotmyfavourite,however,thankstomyformercolleague,OleJørsboe,Isomehowmanagedtogetanideaofwhatitisallabout.ThewayIhavetreatedthetopicwillo

6、ftendivergefromthemoreprofessionaltreatment.Ontheotherhand,itwillprobablyalsobeclosertothewayofthinkingwhichismorecommonamongmanyreaders,becauseIalsohadtostartfromscratch.Thetopicitself,RandomVariables,issobigthatIhavefeltitnecessarytodivideitintothreebooks,ofwhichthisisthesecondone.We

7、shallherecontinuethestudyoffrequenciesanddistributionfunctionsin1and2dimensions,andconsiderthecorrelationcoefficient.WeconsiderinparticularthePoissondistribution.Theprerequisitesforthetopicscane.g.befoundintheVentus:Calculus2series,soIshallreferthereadertothesebooks,concerninge.g.plane