Non-Uniform Random Variate Generation
by Luc Devroye
Publisher: Springer 1986
Number of pages: 843
This text is about one small field on the crossroads of statistics, operations research and computer science. Statisticians need random number generators to test and compare estimators before using them in real life. In operations research, random numbers are a key component in large scale simulations. Computer scientists need randomness in program testing, game playing and comparisons of algorithms.
Home page url
Download or read it online for free here:
by Alexander K. Hartmann - arXiv
This is a practical introduction to randomness and data analysis, in particular in the context of computer simulations. At the beginning, the most basics concepts of probability are given, in particular discrete and continuous random variables.
by Martin Hairer - arXiv
This text is an attempt to give a reasonably self-contained presentation of the basic theory of stochastic partial differential equations, taking for granted basic measure theory, functional analysis and probability theory, but nothing else.
by Brenda Meery - CK-12.org
CK-12 Foundation's Basic Probability and Statistics– A Short Course is an introduction to theoretical probability and data organization. Students learn about events, conditions, random variables, and graphs and tables that allow them to manage data.
by D. Koutsoyiannis - National Technical University of Athens
Contents: The utility of probability; Basic concepts of probability; Elementary statistical concepts; Special concepts of probability theory in geophysical applications; Typical univariate statistical analysis in geophysical processes; etc.