Probability and Statistical Models: Foundations for Problems in Reliability and Financial Mathematics

摘要

This is basically a book on two topics. The first topic (about two-thirds of the book) is on problems of reliability, i.e., on life-time distributions, starting with the exponential, and going all the way to IFR, DFR, and their extensions. The extensions include multivariate life distributions, association and dependence. There is a good treatment of Renewal Theory, both the basic stuff and several new approximations. Except for the basic renewal theorem of Blackwell, which is stated without proof, all other results are carefully proved.