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#### An Introduction To Stein's Method

World Scientific Publishing Company 2005; US$ 149.00A common theme in probability theory is the approximation of complicated probability distributions by simpler ones, the central limit theorem being a classical example. Stein's method is a tool which makes this possible in a wide variety of situations. Traditional approaches, for example using Fourier analysis, become awkward to carry through in situations... more...

#### Stein's Method And Applications

World Scientific Publishing Company 2005; US$ 163.00Stein's startling technique for deriving probability approximations first appeared about 30 years ago. Since then, much has been done to refine and develop the method, but it is still a highly active field of research, with many outstanding problems, both theoretical and in applications. This volume, the proceedings of a workshop held in honour of... more...

#### Advances on Models, Characterizations and Applications

CRC Press 2005; US$ 132.95Preface Contributors The Shapes of the Probability Density, Hazard, and Reverse Hazard Functions Masaaki Sibuya Stochastic Ordering of Risks, Influence of Dependence, and A.S. Constructions Ludger Rüschendorf The q-Factorial Moments of Discrete q-Distributions and a Characterization of the Euler Distribution Ch.A. Charalambides and N. Papadatos ... more...

#### Probability and Statistical Models with Applications

CRC Press 2000; US$ 159.95PREFACE LIST OF CONTRIBUTORS LIST OF TABLES LIST OF FIGURES THEOPHILOS N. CACOULLOS - A VIEW OF HIS CAREER PUBLICATIONS OF THEOPHILOS N. CACOULLOS THE TEN COMMANDMENTS FOR A STATISTICIAN PART I APPROXIMATION, BOUNDS AND INEQUALITIES. NON-UNIFORM BOUNDS IN PROBABILITY APPROXIMATIONS USING STEIN'S METHOD Introduction Poisson Approximation Binomial... more...

#### Handbook of Statistical Distributions with Applications

CRC Press 2006; US$ 109.95Quite simply, this book is a masterwork. ... an essential resource for anyone who models data, or creates applications which require reference to, or make use of, statistical distribution functions or random variable sampling/generation. The accompanying PC program is a true application in its own right, neat, tidy, and very, very useful. To have... more...

#### Intermediate Probability

Wiley 2007; US$ 179.00Marc S Paolella, Professor of Empirical Finance, Swiss Banking Institute, University of Zurich, Switzerland. more...

#### Finite Mixture and Markov Switching Models

Springer 2006; US$ 179.00The past years have seen powerful computational tools for modeling which combine a Bayesian approach with Monte simulation techniques based on Markov chains. This book reviews these techniques and covers advances in the field. It also offers a presentation of the Bayesian perspective of finite mixture modelling. more...

#### Self-Normalized Processes

Springer 2008; US$ 99.00Self-normalized processes are of common occurrence in probabilistic and statistical studies. This volume covers developments in the area, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales. It treats the theory and applications of self-normalization. more...

#### Medical Applications of Finite Mixture Models

Springer 2009; US$ 139.00Shows how to model heterogeneity in medical research with covariate adjusted finite mixture models. This book provides and summarizes the mathematical background necessary to understand the algorithms. It emphasises on a variety of medical applications such as gene expression data, meta-analysis and population pharmacokinetics. more...

#### Rare Event Simulation using Monte Carlo Methods

Wiley 2009; US$ 146.00Contributors. Preface. 1 Introduction to Rare Event Simulation ( Gerardo Rubino and Bruno Tuffin). PART I THEORY. 2 Importance Sampling in Rare Event Simulation ( Pierre L’Ecuyer, Michel Mandjes and Bruno Tuffin). 3 Splitting Techniques ( Pierre L’Ecuyer, François Le Gland, Pascal Lezaud and Bruno Tuffin).... more...