Probability Distributions Involving Gaussian Random Variables / A Handbook for Engineers and Scientists, Simon Marvin K., Riedel Eibe

Автор: Simon, Marvin Kenneth,
Название: Probability distributions involving Gaussian random variables
ISBN: 1402070586 ISBN-13(EAN): 9781402070587
Издательство: Springer
Цена: 6822 р.
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Описание: This book is intended for use by students, academicians and practicing engineers who in the course of their daily study or research have need for the probability distributions and associated statistics of random variables that are themselves Gaussian or in various forms derived from them. The format of the book is primarily that of a handbook in that, for the most part, the results are merely presented in their final form without derivation or discussion. As such the reader must rely on the typographical accuracy of the documented expressions, which the author has taken great pains to assure. Also included at the end of the book are numerous curves illustrating the behavior of a variety of the probability measures presented in mathematical form. The author wishes to acknowledge his many colleagues in industry and academia for the encouragement and support they provided for this project without which it might never have gotten started. INTRODUCTION There are certain reference works that engineers and scientists alike find invaluable in their day-to-day work activities. Many of these reference volumes are of a generic nature such as tables of integrals, tables of series, handbooks of mathematical formulas and transforms, etc. (see Refs. 1, 2, 3, and 4 for example), whereas others are collections of technical papers and textbooks that directly relate to the individual's specific field of specialty.

Автор: Samuel Kotz
Название: Multivariate T-Distributions and Their Applications
ISBN: 0521826543 ISBN-13(EAN): 9780521826549
Издательство: Cambridge Academ
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Цена: 11087 р.
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Описание: Almost all the results available in the literature on multivariate t-distributions published in the last 50 years are now collected together in this comprehensive reference. Because these distributions are becoming more prominent in many applications, this book is a must for any serious researcher or consultant working in multivariate analysis and statistical distributions. Much of this material has never before appeared in book form.

The first part of the book emphasizes theoretical results of a probabilistic nature. In the second part of the book, these are supplemented by a variety of statistical aspects. Various generalizations and applications are dealt with in the final chapters.

The material on estimation and regression models is of special value for practitioners in statistics and economics. A comprehensive bibliography of over 350 references is included.

Автор: Jondeau
Название: Financial Modeling Under Non-Gaussian Distributions
ISBN: 1846284198 ISBN-13(EAN): 9781846284199
Издательство: Springer
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Цена: 11978 р.
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Описание: The use of Gaussian models when the asset return distributions are not normal could lead to a wrong choice of portfolio, the underestimation of extreme losses or mispriced derivative products. This book deals with the non-Gaussian distributions and addresses the consequences of non-normality and time dependency in asset returns and option prices.

Автор: Johnson, N.L.
Название: Continuous Univariate Distributions
ISBN: 0471584959 ISBN-13(EAN): 9780471584957
Издательство: Wiley
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Цена: 30353 р.
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Описание: This volume contains a detailed description of the statistical distributions that are commonly used in various applied areas, such as engineering, business, economics and the behavioural, biological and environmental sciences. It covers general and specific continuous distributions.

Автор: Johnson, N.L.
Название: Continuous Univariate Distributions
ISBN: 0471584940 ISBN-13(EAN): 9780471584940
Издательство: Wiley
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Цена: 30353 р.
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Описание: This volume presents a detailed description of the statistical distributions that are commonly applied to such fields as engineering, business, economics and the behavioural, biological and environmental sciences.