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Stochastik, 5th Edition
book

Stochastik, 5th Edition

by Hans-Otto Georgii
May 2015
Intermediate to advanced
448 pages
12h 53m
German
De Gruyter
Content preview from Stochastik, 5th Edition

Kapitel 3

Bedingte Wahrscheinlichkeiten und Unabhängigkeit

Ein zentrales Thema der Stochastik ist die gegenseitige Abhängigkeit von Ereignissen oder von Teilexperimenten. Diese wird mit dem Begriff der bedingten Wahrscheinlichkeit erfasst. Wir führen diesen Begriff ein und erläutern dann, wie er zur Konstruktion mehrstufiger Wahrscheinlichkeitsmodelle mit vorgegebenen Abhängigkeitsverhältnissen verwendet werden kann. Von besonderem Interesse ist der Fall der Unabhängigkeit, den wir ausführlich diskutieren. Es folgen ein wichtiges Modell mit „besonders viel Unabhängigkeit“, der Poisson-Prozess, sowie einige Algorithmen zur Simulation von unabhängigen Zufallsvariablen mit vorgegebenen Verteilungen. Abschließend untersuchen wir die Auswirkungen ...

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Publisher Resources

ISBN: 9783110386868