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Understanding the Poisson Log-Bilinear Regressi...
49,00 € *
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Understanding the Poisson Log-Bilinear Regression Approach ab 49 € als Taschenbuch: Projecting the Mortality of some Northern European Countries. Aus dem Bereich: Bücher, Wissenschaft, Mathematik,

Anbieter: hugendubel
Stand: 10.07.2020
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Theoretical Physics 2
58,93 € *
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This textbook offers a clear and comprehensive introduction to analytical mechanics, one of the core components of undergraduate physics courses. The book starts with a thorough introduction into Lagrangian mechanics, detailing the d'Alembert principle, Hamilton's principle and conservation laws. It continues with an in-depth explanation of Hamiltonian mechanics, illustrated by canonical and Legendre transformation, the generalization to quantum mechanics through Poisson brackets and all relevant variational principles. Finally, the Hamilton-Jacobi theory and the transition to wave mechanics are presented in detail. Ideally suited to undergraduate students with some grounding in classical mechanics, the book is enhanced throughout with learning features such as boxed inserts and chapter summaries, with key mathematical derivations highlighted to aid understanding. The text is supported by numerous worked examples and end of chapter problem sets. About the Theoretical Physics series Translated from the renowned and highly successful German editions, the eight volumes of this series cover the complete core curriculum of theoretical physics at undergraduate level. Each volume is self-contained and provides all the material necessary for the individual course topic. Numerous problems with detailed solutions support a deeper understanding. Wolfgang Nolting is famous for his refined didactical style and has been referred to as the "German Feynman" in reviews.

Anbieter: buecher
Stand: 10.07.2020
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Theoretical Physics 2
58,93 € *
ggf. zzgl. Versand

This textbook offers a clear and comprehensive introduction to analytical mechanics, one of the core components of undergraduate physics courses. The book starts with a thorough introduction into Lagrangian mechanics, detailing the d'Alembert principle, Hamilton's principle and conservation laws. It continues with an in-depth explanation of Hamiltonian mechanics, illustrated by canonical and Legendre transformation, the generalization to quantum mechanics through Poisson brackets and all relevant variational principles. Finally, the Hamilton-Jacobi theory and the transition to wave mechanics are presented in detail. Ideally suited to undergraduate students with some grounding in classical mechanics, the book is enhanced throughout with learning features such as boxed inserts and chapter summaries, with key mathematical derivations highlighted to aid understanding. The text is supported by numerous worked examples and end of chapter problem sets. About the Theoretical Physics series Translated from the renowned and highly successful German editions, the eight volumes of this series cover the complete core curriculum of theoretical physics at undergraduate level. Each volume is self-contained and provides all the material necessary for the individual course topic. Numerous problems with detailed solutions support a deeper understanding. Wolfgang Nolting is famous for his refined didactical style and has been referred to as the "German Feynman" in reviews.

Anbieter: buecher
Stand: 10.07.2020
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Head First Statistics
29,72 € *
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Wouldn't it be great if there were a statistics book that made histograms, probability distributions, and chi square analysis more enjoyable than going to the dentist? Head First Statistics brings this typically dry subject to life, teaching you everything you want and need to know about statistics through engaging, interactive, and thought-provoking material, full of puzzles, stories, quizzes, visual aids, and real-world examples. Whether you're a student, a professional, or just curious about statistical analysis, Head First's brain-friendly formula helps you get a firm grasp of statistics so you can understand key points and actually use them. Learn to present data visually with charts and plots; discover the difference between taking the average with mean, median, and mode, and why it's important; learn how to calculate probability and expectation; and much more. Head First Statistics is ideal for high school and college students taking statistics and satisfies the requirements for passing the College Board's Advanced Placement (AP) Statistics Exam. With this book, you'll: Study the full range of topics covered in first-year statistics Tackle tough statistical concepts using Head First's dynamic, visually rich format proven to stimulate learning and help you retain knowledge Explore real-world scenarios, ranging from casino gambling to prescription drug testing, to bring statistical principles to life Discover how to measure spread, calculate odds through probability, and understand the normal, binomial, geometric, and Poisson distributions Conduct sampling, use correlation and regression, do hypothesis testing, perform chi square analysis, and more Before you know it, you'll not only have mastered statistics, you'll also see how they work in the real world. Head First Statistics will help you pass your statistics course, and give you a firm understanding of the subject so you can apply the knowledge throughout your life.

Anbieter: buecher
Stand: 10.07.2020
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Head First Statistics
29,72 € *
ggf. zzgl. Versand

Wouldn't it be great if there were a statistics book that made histograms, probability distributions, and chi square analysis more enjoyable than going to the dentist? Head First Statistics brings this typically dry subject to life, teaching you everything you want and need to know about statistics through engaging, interactive, and thought-provoking material, full of puzzles, stories, quizzes, visual aids, and real-world examples. Whether you're a student, a professional, or just curious about statistical analysis, Head First's brain-friendly formula helps you get a firm grasp of statistics so you can understand key points and actually use them. Learn to present data visually with charts and plots; discover the difference between taking the average with mean, median, and mode, and why it's important; learn how to calculate probability and expectation; and much more. Head First Statistics is ideal for high school and college students taking statistics and satisfies the requirements for passing the College Board's Advanced Placement (AP) Statistics Exam. With this book, you'll: Study the full range of topics covered in first-year statistics Tackle tough statistical concepts using Head First's dynamic, visually rich format proven to stimulate learning and help you retain knowledge Explore real-world scenarios, ranging from casino gambling to prescription drug testing, to bring statistical principles to life Discover how to measure spread, calculate odds through probability, and understand the normal, binomial, geometric, and Poisson distributions Conduct sampling, use correlation and regression, do hypothesis testing, perform chi square analysis, and more Before you know it, you'll not only have mastered statistics, you'll also see how they work in the real world. Head First Statistics will help you pass your statistics course, and give you a firm understanding of the subject so you can apply the knowledge throughout your life.

Anbieter: buecher
Stand: 10.07.2020
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Modelling Extremal Events
48,77 € *
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Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations, in financial data, stock-market shocks, risk management, ...) play an increasingly important role. This much awaited book presents a comprehensive development of extreme value methodology for random walk models, time series, certain types of continuous-time stochastic processes and compound Poisson processes, all models which standardly occur in applications in insurance mathematics and mathematical finance. Both probabilistic and statistical methods are discussed in detail, with such topics as ruin theory for large claim models, fluctuation theory of sums and extremes of iid sequences, extremes in time series models, point process methods, statistical estimation of tail probabilities. Besides summarising and bringing together known results, the book also features topics that appear for the first time in textbook form, including the theory of subexponential distributions and the spectral theory of heavy-tailed time series. A typical chapter will introduce the new methodology in a rather intuitive (tough always mathematically correct) way, stressing the understanding of new techniques rather than following the usual "theorem-proof" format. Many examples, mainly from applications in insurance and finance, help to convey the usefulness of the new material. A final chapter on more extensive applications and/or related fields broadens the scope further. The book can serve either as a text for a graduate course on stochastics, insurance or mathematical finance, or as a basic reference source. Its reference quality is enhanced by a very extensive bibliography, annotated by various comments sections making the book broadly and easily accessible. "A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions...and to show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to. Such a mixture is of course dear to the heart of the applied probabilist/statistician, and should impress even the most ardent theorists." --MATHEMATICAL REVIEWS

Anbieter: buecher
Stand: 10.07.2020
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Modelling Extremal Events
48,77 € *
ggf. zzgl. Versand

Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations, in financial data, stock-market shocks, risk management, ...) play an increasingly important role. This much awaited book presents a comprehensive development of extreme value methodology for random walk models, time series, certain types of continuous-time stochastic processes and compound Poisson processes, all models which standardly occur in applications in insurance mathematics and mathematical finance. Both probabilistic and statistical methods are discussed in detail, with such topics as ruin theory for large claim models, fluctuation theory of sums and extremes of iid sequences, extremes in time series models, point process methods, statistical estimation of tail probabilities. Besides summarising and bringing together known results, the book also features topics that appear for the first time in textbook form, including the theory of subexponential distributions and the spectral theory of heavy-tailed time series. A typical chapter will introduce the new methodology in a rather intuitive (tough always mathematically correct) way, stressing the understanding of new techniques rather than following the usual "theorem-proof" format. Many examples, mainly from applications in insurance and finance, help to convey the usefulness of the new material. A final chapter on more extensive applications and/or related fields broadens the scope further. The book can serve either as a text for a graduate course on stochastics, insurance or mathematical finance, or as a basic reference source. Its reference quality is enhanced by a very extensive bibliography, annotated by various comments sections making the book broadly and easily accessible. "A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions...and to show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to. Such a mixture is of course dear to the heart of the applied probabilist/statistician, and should impress even the most ardent theorists." --MATHEMATICAL REVIEWS

Anbieter: buecher
Stand: 10.07.2020
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Fundamentals of Queueing Theory
115,89 € *
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The definitive guide to queueing theory and its practical applications--features numerous real-world examples of scientific, engineering, and business applications Thoroughly updated and expanded to reflect the latest developments in the field, Fundamentals of Queueing Theory, Fifth Edition presents the statistical principles and processes involved in the analysis of the probabilistic nature of queues. Rather than focus narrowly on a particular application area, the authors illustrate the theory in practice across a range of fields, from computer science and various engineering disciplines to business and operations research. Critically, the text also provides a numerical approach to understanding and making estimations with queueing theory and provides comprehensive coverage of both simple and advanced queueing models. As with all preceding editions, this latest update of the classic text features a unique blend of the theoretical and timely real-world applications. The introductory section has been reorganized with expanded coverage of qualitative/non-mathematical approaches to queueing theory, including a high-level description of queues in everyday life. New sections on non-stationary fluid queues, fairness in queueing, and Little's Law have been added, as has expanded coverage of stochastic processes, including the Poisson process and Markov chains. Each chapter provides a self-contained presentation of key concepts and formulas, to allow readers to focus independently on topics relevant to their interests A summary table at the end of the book outlines the queues that have been discussed and the types of results that have been obtained for each queue Examples from a range of disciplines highlight practical issues often encountered when applying the theory to real-world problems A companion website features QtsPlus, an Excel-based software platform that provides computer-based solutions for most queueing models presented in the book. Featuring chapter-end exercises and problems--all of which have been classroom-tested and refined by the authors in advanced undergraduate and graduate-level courses--Fundamentals of Queueing Theory, Fifth Edition is an ideal textbook for courses in applied mathematics, queueing theory, probability and statistics, and stochastic processes. This book is also a valuable reference for practitioners in applied mathematics, operations research, engineering, and industrial engineering.

Anbieter: buecher
Stand: 10.07.2020
Zum Angebot
Fundamentals of Queueing Theory
115,89 € *
ggf. zzgl. Versand

The definitive guide to queueing theory and its practical applications--features numerous real-world examples of scientific, engineering, and business applications Thoroughly updated and expanded to reflect the latest developments in the field, Fundamentals of Queueing Theory, Fifth Edition presents the statistical principles and processes involved in the analysis of the probabilistic nature of queues. Rather than focus narrowly on a particular application area, the authors illustrate the theory in practice across a range of fields, from computer science and various engineering disciplines to business and operations research. Critically, the text also provides a numerical approach to understanding and making estimations with queueing theory and provides comprehensive coverage of both simple and advanced queueing models. As with all preceding editions, this latest update of the classic text features a unique blend of the theoretical and timely real-world applications. The introductory section has been reorganized with expanded coverage of qualitative/non-mathematical approaches to queueing theory, including a high-level description of queues in everyday life. New sections on non-stationary fluid queues, fairness in queueing, and Little's Law have been added, as has expanded coverage of stochastic processes, including the Poisson process and Markov chains. Each chapter provides a self-contained presentation of key concepts and formulas, to allow readers to focus independently on topics relevant to their interests A summary table at the end of the book outlines the queues that have been discussed and the types of results that have been obtained for each queue Examples from a range of disciplines highlight practical issues often encountered when applying the theory to real-world problems A companion website features QtsPlus, an Excel-based software platform that provides computer-based solutions for most queueing models presented in the book. Featuring chapter-end exercises and problems--all of which have been classroom-tested and refined by the authors in advanced undergraduate and graduate-level courses--Fundamentals of Queueing Theory, Fifth Edition is an ideal textbook for courses in applied mathematics, queueing theory, probability and statistics, and stochastic processes. This book is also a valuable reference for practitioners in applied mathematics, operations research, engineering, and industrial engineering.

Anbieter: buecher
Stand: 10.07.2020
Zum Angebot