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BL
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| Record Number
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886710
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| Main Entry
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CASTAGNOLI, ERIO.
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| Title & Author
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PROBABILITY : : a brief introduction.
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| Publication Statement
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[Place of publication not identified] :: BOCCONI UNIV PR,, 2017.
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| Page. NO
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1 online resource
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| ISBN
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888548610X
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: 9788885486102
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8885486096
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9788885486096
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| Contents
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PROBABILITY; Contents; 1 General questions; 2 The various approaches to probability theory; 2.1 Classical probability; 2.2 Frequency-based (or empirical) approach; 2.3 The subjective approach: its relevance to Economics and Management; 3 The axiomatic approach, or the maths of probability; 3.1 Sample space and events; 3.2 The axioms; 4 Random numbers; 4.1 What a random number is; 4.2 The probability distribution of a random number; 4.3 Computer simulation of random numbers; 5 Expected value of (a function of) a random number; 5.1 Moments; 5.2 Moment generating function.
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5.3 Conditional random numbers and conditional expectations5.4 A brief summary of standard distributions; 6 Expected utility and certainty equivalent; 6.1 The problem; 6.2 The answer to the problem; 6.3 The estimation of u; 6.4 The notion of risk-aversion; 6.5 Some popular utility functions; 7 Random vectors: first notions; 7.1 Notion of random vector; 7.2 The probability distribution of a random vector; 7.3 The notion of stochastic independence between two random numbers; 7.4 The expectation of a random vector; 7.5 The expectation of a function of a random vector.
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7.6 Second order moments for random vectors7.7 The variance of a linear function of random numbers; 8 Exercises; References; Index; Back cover.
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| Subject
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Probabilities.
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| Subject
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MATHEMATICS-- Applied.
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| Subject
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MATHEMATICS-- Probability Statistics-- General.
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| Subject
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Probabilities.
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| Dewey Classification
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519.2
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| LC Classification
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QA273.C37 2017eb
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