Computational Probability Applications

Beschreibung

This focuses on the developing field of building probability models with the power of symbolic algebra systems. The book combines the uses of symbolic algebra with probabilistic/stochastic application and highlights the applications in a variety of contexts. The research explored in each chapter is unified by the use of A Probability Programming Language (APPL) to achieve the modeling objectives. APPL, as a research tool, enables a probabilist or statistician the ability to explore new ideas, methods, and models. Furthermore, as an open-source language, it sets the foundation for future algorithms to augment the original code. 
Computational Probability Applications is comprised of fifteen chapters, each presenting a specific application of computational probability using the APPL modeling and computer language. The chapter topics include using inverse gamma as a survival distribution, linear approximations of probability density functions, and also moment-ratio diagrams for univariate distributions. These works highlight interesting examples, often done by undergraduate students and graduate students that can serve as templates for future work. In addition, this book should appeal to researchers and practitioners in a range of fields including probability, statistics, engineering, finance, neuroscience, and economics.
This focuses on the developing field of building probability models with the power of symbolic algebra systems. The book combines the uses of symbolic algebra with probabilistic/stochastic application and highlights the applications in a variety of contexts. The research explored in each chapter is unified by the use of A Probability Programming Language (APPL) to achieve the modeling objectives. APPL, as a research tool, enables a probabilist or statistician the ability to explore new ideas, methods, and models. Furthermore, as an open-source language, it sets the foundation for future algorithms to augment the original code. 
Computational Probability Applications is comprised of fifteen chapters, each presenting a specific application of computational probability using the APPL modeling and computer language. The chapter topics include using inverse gamma as a survival distribution, linear approximations of probability density functions, and also moment-ratio diagrams for univariate distributions. These works highlight interesting examples, often done by undergraduate students and graduate students that can serve as templates for future work. In addition, this book should appeal to researchers and practitioners in a range of fields including probability, statistics, engineering, finance, neuroscience, and economics.
Explores the development and use of the modeling and computational capabilities in the Maple-based APPL programing language to solve real and important problems in probability Highlights the uses of symbolic algebra with probabilistic/stochastic applications in variety of contexts Authors are distinguished leaders in the field and development of computational methods for solving problems expressed using probability models Includes supplementary material: sn.pub/extras

Autor*in

Andrew G. Glen

Themen in »Computational Probability Applications«

APPL Computational Probability Maple Probabilistic Applications Probability Theory Stochastic Applications

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“This volume successfully merges the use of symbolic algebra with stochastic applications and displays its applications in a host of situations. … The book organized sequentially, well structured, and chapters are self-contained. … The book is a good source as a reference book in a multitude fields. … this is a good contribution, providing up-to-date coverage on selected topics in a logical and systematic manner. Variability and diversity in research is the spice of the life!” (S. Ejaz Ahmed, Technometrics, Vol. 59 (3), July, 2017)

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