Elements Of Applied Stochastic Processes Third Ed Ition
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Elements Of Applied Stochastic Processes
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Author : U Narayan Bhat
language : en
Publisher:
Release Date : 2011-05-01
Elements Of Applied Stochastic Processes written by U Narayan Bhat and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-05-01 with categories.
Elements Of Applied Stochastic Processes
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Author : U. Narayan Bhat
language : en
Publisher: Wiley-Interscience
Release Date : 2002-09-06
Elements Of Applied Stochastic Processes written by U. Narayan Bhat and has been published by Wiley-Interscience this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-09-06 with Mathematics categories.
The third edition of this volume improves on the last edition by condensing the material and organizing it into a more teachable format. It provides more in-depth coverage of Markov chains and simple Markov process and gives added emphasis to statistical inference in stochastic processes.
Operational Risk
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Author : Harry H. Panjer
language : en
Publisher: John Wiley & Sons
Release Date : 2006-07-28
Operational Risk written by Harry H. Panjer and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-07-28 with Business & Economics categories.
Discover how to optimize business strategies from both qualitative and quantitative points of view Operational Risk: Modeling Analytics is organized around the principle that the analysis of operational risk consists, in part, of the collection of data and the building of mathematical models to describe risk. This book is designed to provide risk analysts with a framework of the mathematical models and methods used in the measurement and modeling of operational risk in both the banking and insurance sectors. Beginning with a foundation for operational risk modeling and a focus on the modeling process, the book flows logically to discussion of probabilistic tools for operational risk modeling and statistical methods for calibrating models of operational risk. Exercises are included in chapters involving numerical computations for students' practice and reinforcement of concepts. Written by Harry Panjer, one of the foremost authorities in the world on risk modeling and its effects in business management, this is the first comprehensive book dedicated to the quantitative assessment of operational risk using the tools of probability, statistics, and actuarial science. In addition to providing great detail of the many probabilistic and statistical methods used in operational risk, this book features: * Ample exercises to further elucidate the concepts in the text * Definitive coverage of distribution functions and related concepts * Models for the size of losses * Models for frequency of loss * Aggregate loss modeling * Extreme value modeling * Dependency modeling using copulas * Statistical methods in model selection and calibration Assuming no previous expertise in either operational risk terminology or in mathematical statistics, the text is designed for beginning graduate-level courses on risk and operational management or enterprise risk management. This book is also useful as a reference for practitioners in both enterprise risk management and risk and operational management.
Design And Analysis Of Clinical Trials
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Author : Shein-Chung Chow
language : en
Publisher: John Wiley & Sons
Release Date : 2008-12-04
Design And Analysis Of Clinical Trials written by Shein-Chung Chow and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-04 with Mathematics categories.
Praise for the First Edition of Design and Analysis of Clinical Trials "An excellent book, providing a discussion of the clinical trial process from designing the study through analyzing the data, and to regulatory requirement . . . could easily be used as a classroom text to understand the process in the new drug development area." –Statistical Methods in Medicine A complete and balanced presentation now revised, updated, and expanded As the field of research possibilities expands, the need for a working understanding of how to carry out clinical trials only increases. New developments in the theory and practice of clinical research include a growing body of literature on the subject, new technologies and methodologies, and new guidelines from the International Conference on Harmonization (ICH). Design and Analysis of Clinical Trials, Second Edition provides both a comprehensive, unified presentation of principles and methodologies for various clinical trials, and a well-balanced summary of current regulatory requirements. This unique resource bridges the gap between clinical and statistical disciplines, covering both fields in a lucid and accessible manner. Thoroughly updated from its first edition, the Second Edition of Design and Analysis of Clinical Trials features new topics such as: Clinical trials and regulations, especially those of the ICH Clinical significance, reproducibility, and generalizability Goals of clinical trials and target population New study designs and trial types Sample size determination on equivalence and noninferiority trials, as well as comparing variabilities Also, three entirely new chapters cover: Designs for cancer clinical trials Preparation and implementation of a clinical protocol Data management of a clinical trial Written with the practitioner in mind, the presentation assumes only a minimal mathematical and statistical background for its reader. Instead, the writing emphasizes real-life examples and illustrations from clinical case studies, as well as numerous references-280 of them new to the Second Edition-to the literature. Design and Analysis of Clinical Trials, Second Edition will benefit academic, pharmaceutical, medical, and regulatory scientists/researchers, statisticians, and graduate-level students in these areas by serving as a useful, thorough reference source for clinical research.
Response Surface Methodology
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Author : Raymond H. Myers
language : en
Publisher: John Wiley & Sons
Release Date : 2009-01-14
Response Surface Methodology written by Raymond H. Myers and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-14 with Mathematics categories.
Praise for the Second Edition: "This book [is for] anyone who would like a good, solid understanding of response surface methodology. The book is easy to read, easy to understand, and very applicable. The examples are excellent and facilitate learning of the concepts and methods." —Journal of Quality Technology Complete with updates that capture the important advances in the field of experimental design, Response Surface Methodology, Third Edition successfully provides a basic foundation for understanding and implementing response surface methodology (RSM) in modern applications. The book continues to outline the essential statistical experimental design fundamentals, regression modeling techniques, and elementary optimization methods that are needed to fit a response surface model from experimental data. With its wealth of new examples and use of the most up-to-date software packages, this book serves as a complete and modern introduction to RSM and its uses across scientific and industrial research. This new edition maintains its accessible approach to RSM, with coverage of classical and modern response surface designs. Numerous new developments in RSM are also treated in full, including optimal designs for RSM, robust design, methods for design evaluation, and experiments with restrictions on randomization as well as the expanded integration of these concepts into computer software. Additional features of the Third Edition include: Inclusion of split-plot designs in discussion of two-level factorial designs, two-level fractional factorial designs, steepest ascent, and second-order models A new section on the Hoke design for second-order response surfaces New material on experiments with computer models Updated optimization techniques useful in RSM, including multiple responses Thorough treatment of presented examples and experiments using JMP 7, Design-Expert Version 7, and SAS software packages Revised and new exercises at the end of each chapter An extensive references section, directing the reader to the most current RSM research Assuming only a fundamental background in statistical models and matrix algebra, Response Surface Methodology, Third Edition is an ideal book for statistics, engineering, and physical sciences courses at the upper-undergraduate and graduate levels. It is also a valuable reference for applied statisticians and practicing engineers.
Financial Derivatives In Theory And Practice
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Author : Philip Hunt
language : en
Publisher: John Wiley and Sons
Release Date : 2004-07-02
Financial Derivatives In Theory And Practice written by Philip Hunt and has been published by John Wiley and Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-07-02 with Mathematics categories.
The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions. The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text. Comprehensive introduction to the theory and practice of financial derivatives. Discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest. Divided into two self-contained parts ? the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of different derivatives in practice. Written by well respected academics with experience in the banking industry. A valuable text for practitioners in research departments of all banking and finance sectors. Academic researchers and graduate students working in mathematical finance.
Visual Statistics
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Author : Forrest W. Young
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-15
Visual Statistics written by Forrest W. Young and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-15 with Mathematics categories.
A visually intuitive approach to statistical data analysis Visual Statistics brings the most complex and advanced statistical methods within reach of those with little statistical training by using animated graphics of the data. Using ViSta: The Visual Statistics System-developed by Forrest Young and Pedro Valero-Mora and available free of charge on the Internet-students can easily create fully interactive visualizations from relevant mathematical statistics, promoting perceptual and cognitive understanding of the data's story. An emphasis is placed on a paradigm for understanding data that is visual, intuitive, geometric, and active, rather than one that relies on convoluted logic, heavy mathematics, systems of algebraic equations, or passive acceptance of results. A companion Web site complements the book by further demonstrating the concept of creating interactive and dynamic graphics. The book provides users with the opportunity to view the graphics in a dynamic way by illustrating how to analyze statistical data and explore the concepts of visual statistics. Visual Statistics addresses and features the following topics: * Why use dynamic graphics? * A history of statistical graphics * Visual statistics and the graphical user interface * Visual statistics and the scientific method * Character-based statistical interface objects * Graphics-based statistical interfaces * Visualization for exploring univariate data This is an excellent textbook for undergraduate courses in data analysis and regression, for students majoring or minoring in statistics, mathematics, science, engineering, and computer science, as well as for graduate-level courses in mathematics. The book is also ideal as a reference/self-study guide for engineers, scientists, and mathematicians. With contributions by highly regarded professionals in the field, Visual Statistics not only improves a student's understanding of statistics, but also builds confidence to overcome problems that may have previously been intimidating.
Simulation And The Monte Carlo Method
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Author : Reuven Y. Rubinstein
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-20
Simulation And The Monte Carlo Method written by Reuven Y. Rubinstein and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-20 with Mathematics categories.
This accessible new edition explores the major topics in Monte Carlo simulation Simulation and the Monte Carlo Method, Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over twenty-five years ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo Variance reduction techniques such as the transform likelihood ratio method and the screening method The score function method for sensitivity analysis The stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization The cross-entropy method to rare events estimation and combinatorial optimization Application of Monte Carlo techniques for counting problems, with an emphasis on the parametric minimum cross-entropy method An extensive range of exercises is provided at the end of each chapter, with more difficult sections and exercises marked accordingly for advanced readers. A generous sampling of applied examples is positioned throughout the book, emphasizing various areas of application, and a detailed appendix presents an introduction to exponential families, a discussion of the computational complexity of stochastic programming problems, and sample MATLAB programs. Requiring only a basic, introductory knowledge of probability and statistics, Simulation and the Monte Carlo Method, Second Edition is an excellent text for upper-undergraduate and beginning graduate courses in simulation and Monte Carlo techniques. The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method.
Time Series Forecasting
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Author : Douglas C. Montgomery
language : en
Publisher: John Wiley & Sons
Release Date : 2024-07-30
Time Series Forecasting written by Douglas C. Montgomery and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-07-30 with Mathematics categories.
Bring the latest statistical tools to bear on predicting future variables and outcomes A huge range of fields rely on forecasts of how certain variables and causal factors will affect future outcomes, from product sales to inflation rates to demographic changes. Time series analysis is the branch of applied statistics which generates forecasts, and its sophisticated use of time oriented data can vastly impact the quality of crucial predictions. The latest computing and statistical methodologies are constantly being sought to refine these predictions and increase the confidence with which important actors can rely on future outcomes. Time Series Analysis and Forecasting presents a comprehensive overview of the methodologies required to produce these forecasts with the aid of time-oriented data sets. The potential applications for these techniques are nearly limitless, and this foundational volume has now been updated to reflect the most advanced tools. The result, more than ever, is an essential introduction to a core area of statistical analysis. Readers of the third edition of Time Series Analysis and Forecasting will also find: Updates incorporating JMP, SAS, and R software, with new examples throughout Over 300 exercises and 50 programming algorithms that balance theory and practice Supplementary materials in the e-book including solutions to many problems, data sets, and brand-new explanatory videos covering the key concepts and examples from each chapter. Time Series Analysis and Forecasting is ideal for graduate and advanced undergraduate courses in the areas of data science and analytics and forecasting and time series analysis. It is also an outstanding reference for practicing data scientists.
Nonparametric Hypothesis Testing
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Author : Stefano Bonnini
language : en
Publisher: John Wiley & Sons
Release Date : 2014-07-01
Nonparametric Hypothesis Testing written by Stefano Bonnini and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-01 with Mathematics categories.
A novel presentation of rank and permutation tests, with accessible guidance to applications in R Nonparametric testing problems are frequently encountered in many scientific disciplines, such as engineering, medicine and the social sciences. This book summarizes traditional rank techniques and more recent developments in permutation testing as robust tools for dealing with complex data with low sample size. Key Features: Examines the most widely used methodologies of nonparametric testing. Includes extensive software codes in R featuring worked examples, and uses real case studies from both experimental and observational studies. Presents and discusses solutions to the most important and frequently encountered real problems in different fields. Features a supporting website (www.wiley.com/go/hypothesis_testing) containing all of the data sets examined in the book along with ready to use R software codes. Nonparametric Hypothesis Testing combines an up to date overview with useful practical guidance to applications in R, and will be a valuable resource for practitioners and researchers working in a wide range of scientific fields including engineering, biostatistics, psychology and medicine.