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Discrete-Time Markov Chains
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Two Aces

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normal probability distribution

... that demand during replenishment Pep lead-time is normally distributed Zone 5w-20 with a mean of 15 gallons and a standard deviation of 6 gallons. Motor Oil ...
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... space S . Let B ⊆ S be such that Pr 1 (B) > 0 and suppose that experience intervenes to convince the agent that B is certainly true. What probability distribution Pr 2 should represent the agent’s new state of belief? The Bayesian answer (Hacking, 2001, Ch. 15) identifies Pr 2 with the result of con ...
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... event A has occurred, i.e., P{B|A}. Given A, all outcomes in Ω that are not in A become impossible events and will have a probability of zero, and the probability of each outcome in A must be scaled. The scaling factor is 1/P{A} since this will make the probability of event A equal to one, as it mus ...
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Chapter 1: Statistics - Emunix Documentation on the Web

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... Such results are not very useful for practical applications where the presumptions usually hold only approximately (because even a slightest departure from the assumed model may produce an uncontrollable shift in the outcome). Often, the ill-posedness of certain practical problems is due to the lack ...
PDF
PDF

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Ars Conjectandi



Ars Conjectandi (Latin for The Art of Conjecturing) is a book on combinatorics and mathematical probability written by Jakob Bernoulli and published in 1713, eight years after his death, by his nephew, Niklaus Bernoulli. The seminal work consolidated, apart from many combinatorial topics, many central ideas in probability theory, such as the very first version of the law of large numbers: indeed, it is widely regarded as the founding work of that subject. It also addressed problems that today are classified in the twelvefold way, and added to the subjects; consequently, it has been dubbed an important historical landmark in not only probability but all combinatorics by a plethora of mathematical historians. The importance of this early work had a large impact on both contemporary and later mathematicians; for example, Abraham de Moivre.Bernoulli wrote the text between 1684 and 1689, including the work of mathematicians such as Christiaan Huygens, Gerolamo Cardano, Pierre de Fermat, and Blaise Pascal. He incorporated fundamental combinatorial topics such as his theory of permutations and combinations—the aforementioned problems from the twelvefold way—as well as those more distantly connected to the burgeoning subject: the derivation and properties of the eponymous Bernoulli numbers, for instance. Core topics from probability, such as expected value, were also a significant portion of this important work.
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