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A Wiley-Interscience Publication
JOHN WILEY & SONS, INC.
Contents
Acronyms xiii
1 Introduction 1
1.1 Motivation 1
1.2 Probability Models 2
1.3 Sample Space 3
1.4 Events 6
1.5 Algebra of Events 7
1.6 Graphical Methods of Representing Events 11
1.7 Probability Axioms 13
1.8 Combinatorial Problems 19
1.9 Conditional Probability 23
1.10 Independence of Events 25
1.11 Bayes' Rule 38
1.12 Bernoulli Trials 45
2 Discrete R a n d o m Variables 61
2.1 Introduction 61
2.2 Random Variables and Their Event Spaces 62
2.3 The Probability Mass Function 64
2.4 Distribution Functions 66
2.5 Special Discrete Distributions 68
2.6 Analysis of Program MAX 92
2.7 The Probability Generating Function 96
2.8 Discrete Random Vectors 99
2.9 Independent Random Variables 104
v
vi CONTENTS
4 Expectation 193
4.1 Introduction 193
4.2 Moments 197
4.3 Expectation Based on Multiple Random Variables 200
4.4 Transform Methods 208
4.5 Moments and Transforms of Some Distributions 217
4.6 Computation of Mean Time to Failure 228
4.7 Inequalities and Limit Theorems 237
A Bibliography 765
A.l Theory 765
A.2 Applications 770