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Appendix A: A Brief Introduction to Probability and Statistics

  1. James R. Thompson

Published Online: 29 NOV 2011

DOI: 10.1002/9781118109656.app1

Empirical Model Building: Data, Models, and Reality, Second Edition

Empirical Model Building: Data, Models, and Reality, Second Edition

How to Cite

Thompson, J. R. (2011) Appendix A: A Brief Introduction to Probability and Statistics, in Empirical Model Building: Data, Models, and Reality, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118109656.app1

Publication History

  1. Published Online: 29 NOV 2011
  2. Published Print: 24 OCT 2011

ISBN Information

Print ISBN: 9780470467039

Online ISBN: 9781118109656

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Summary

This chapter contains sections titled:

  • Craps: An Intuitive Introduction to Probability

  • Combinatorics Basics

  • Bayesian Statistics

  • The Binomial Distribution

  • The Uniform Distribution

  • Moment Generating Functions

  • The Normal (Gaussian) Distribution

  • The Central Limit Theorem

  • The Gamma Distribution

  • Conditional Density Functions

  • The Weak Law of Large Numbers

  • The Multivariate Normal Distribution

  • The Wiener Process

  • The Poisson Process and the Poisson Distribution

  • Parametric Simulation

  • Resampling Simulation

  • A Portfolio Case Study