Professional Documents
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Probability via
Expectation
Fourth Edition
With 22 Illustrations
Springer
Contents
2 Expectation 13
1 Random Variables 13
2 Axioms for the Expectation Operator 14
3 Events: Probability 17
4 Some Examples of an Expectation 18
5 Moments 21
6 Applications: Optimization Problems 22
7 Equiprobable Outcomes: Sample Surveys 24
8 Applications: Least Square Estimation of Random Variables . . . 28
9 Some Implications of the Axioms 32
xviii Contents
3 Probability 39
1 Events, Sets and Indicators 39
2 Probability Measure 43
3 Expectation as a Probability Integral 46
4 SomeHistory 47
5 Subjective Probability 49
4 Some Basic Models 51
1 A Model ofSpatial Distribution 51
2 The Multinonal, Binomial, Poisson and Geometrie
Distributions 54
3 Independence 58
4 Probability Generating Functions 61
5 The St. Petersburg Paradox 66
6 Matching, and Other Combinatorial Problems 68
7 Conditioning 71
8 Variables on the Continuum: The Exponential and
Gamma Distributions 76
5 Conditioning 80
1 Conditional Expectation 80
2 Conditional Probability 84
3 A Conditional Expectation as a Random Variable 88
4 Conditioning ona er-Field 92
5 Independence 93
6 Statistical Decision Theory 95
7 Information Transmission 97
8 Acceptance Sampling 99
6 Applications of the Independence Concept 102
1 Renewal Processes 102
2 Recurrent Events: Regeneration Points 107
3 A Result in Statistical Mechanics: The Gibbs
Distribution 111
4 Brandung Processes 115
7 The Two Basic Limit Theorems 121
1 Convergence in Distribution (Weak Convergence) 121
2 PropertiesoftheCharacteristic Function 124
3 TheLawofLargeNumbers 129
4 Normal Convergence (the Central Limit Theorem) 130
5 The Normal Distribution 132
6 The Law of Large Numbers and the Evaluation
of Channel Capacity 138
r\
Contents xix
17 Martingales 290
1 The Martingale Property 290
2 Kolmogorov's Inequality: the Law of Large Numbers 294
3 Martingale Convergence: Applications 298
4 The Optional Stopping Theorem 301
5 Examples of Stopped Martingales . . . . , 303
References 341
Index 345