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020 _a9780817649876
_99780817649876
024 7 _a10.1007/9780817649876
_2doi
035 _avtls000333693
039 9 _a201509030217
_bVLOAD
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040 _aMX-SnUAN
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_cMX-SnUAN
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050 4 _aQA273.A1-274.9
100 1 _aGupta, Arjun K.
_eautor
_9306206
245 1 0 _aProbability and Statistical Models :
_bFoundations for Problems in Reliability and Financial Mathematics /
_cby Arjun K. Gupta, Wei-Bin Zeng, Yanhong Wu.
250 _aFirst.
264 1 _aBoston, MA :
_bBirkhäuser Boston :
_bImprint: Birkhäuser,
_c2010.
300 _axii, 267 páginas
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
500 _aSpringer eBooks
505 0 _aPreliminaries -- Exponential Distribution -- Poisson Process -- Parametric Families of Lifetime Distributions -- Lifetime Distribution Classes -- Multivariate Lifetime Distributions -- Association and Dependence -- Renewal Theory -- Risk Theory -- Asset Pricing Theory -- Credit Risk Modeling.
520 _aWith an emphasis on models and techniques, this textbook introduces many of the fundamental concepts of stochastic modeling that are now a vital component of almost every scientific investigation. These models form the basis of well-known parametric lifetime distributions such as exponential, Weibull, and gamma distributions, as well as change-point and mixture models. The authors also consider more general notions of non-parametric lifetime distribution classes. In particular, emphasis is placed on laying the foundation for solving problems in reliability, insurance, finance, and credit risk. Exercises and solutions to selected problems accompany each chapter in order to allow students to explore these foundations. The key subjects covered include: * Exponential distributions and the Poisson process * Parametric lifetime distributions * Non-parametric lifetime distribution classes * Multivariate exponential extensions * Association and dependence * Renewal theory * Problems in reliability, insurance, finance, and credit risk This work differs from traditional probability textbooks in a number of ways. Since no measure theory knowledge is necessary to understand the material and coverage of the central limit theorem and normal theory related topics has been omitted, the work may be used as a single-semester senior undergraduate or first-year graduate textbook as well as in a second course on probability modeling. Many of the chapters that examine central topics in applied probability can be read independently, allowing both instructors and readers extra flexibility in their use of the book. Probability and Statistical Models is for a wide audience including advanced undergraduate and beginning-level graduate students, researchers, and practitioners in mathematics, statistics, engineering, and economics.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aZeng, Wei-Bin.
_eautor
_9306778
700 1 _aWu, Yanhong.
_eautor
_9301944
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9780817649869
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-0-8176-4987-6
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942 _c14
999 _c281250
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