Computational Probability Applications

Computational Probability Applications

Hardcover(1st ed. 2017)

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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 Applicationsis 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.

Product Details

ISBN-13: 9783319433158
Publisher: Springer International Publishing
Publication date: 12/02/2016
Series: International Series in Operations Research & Management Science , #247
Edition description: 1st ed. 2017
Pages: 256
Product dimensions: 6.10(w) x 9.25(h) x (d)

About the Author

Dr. Andrew Glen is a Professor Emeritus of Operations Research from the United States Military Academy, in West Point, NY. He is currently a visiting professor at The Colorado College in Colorado Springs, Colorado. He is a retired colonel from the US Army, and spend 16 years on faculty at West Point. He has published three books and dozens of scholarly articles, mostly on the subject of computational probability. His research and teaching interests are in computational probability and statistical modeling.

Lawrence Leemis is a professor in the Department of Mathematics at The College of William & Mary in Williamsburg, Virginia, U.S.A. He received his BS and MS degrees in mathematics and his PhD in operations research from Purdue University. He has also taught courses at Purdue University, The University of Oklahoma, and Baylor University. He has served as Associate Editor for the IEEE Transactions on Reliability, Book Review Editor for the Journal of Quality Technology, and an Associate Editor for Naval Research Logistics. He has published six books and over 100 research articles, proceedings papers, and book chapters. His research and teaching interests are in reliability, simulation, and computational probability.

Table of Contents

Accurate Estimation with One Order Statistic.- On the Inverse Gamma as a Survival Distribution.- Order Statistics in Goodness-of-Fit Testing.- The "Straightforward" Nature of Arrival Rate Estimation?.- Survival Distributions Based on the Incomplete Gamma Function Ratio.- An Inference Methodology for Life Tests with Full Samples or Type II Right Censoring.- Maximum Likelihood Estimation Using Probability Density Functions of Order Statistics.- Notes on Rank Statistics.- Control Chart Constants for Non-Normal Sampling.- Linear Approximations of Probability Density Functions.- Univariate Probability Distributions.- Moment-Ratio Diagrams for Univariate Distributions.- The Distribution of the Kolmogorov-Smirnov, Cramer-von Mises, and Anderson-Darling Test Statistics for Exponential Populations with Estimated Parameters.- Parametric Model Discrimiation for Heavily Censored Survival Data.- Lower Confidence Bounds for System Reliability from Binary Failure Data Using Bootstrapping.

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