Preface to the Paperback Edition |
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ix | |
Preface to the Second Edition |
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xi | |
Preface to the First Edition |
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xiii | |
Acronyms |
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xv | |
About the Companion Website |
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xix | |
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1 | (64) |
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1 | (1) |
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2 | (1) |
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3 | (3) |
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6 | (1) |
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7 | (4) |
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1.6 Graphical Methods of Representing Events |
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11 | (2) |
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13 | (6) |
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1.8 Combinatorial Problems |
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19 | (5) |
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1.9 Conditional Probability |
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24 | (2) |
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1.10 Independence of Events |
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26 | (12) |
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38 | (9) |
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47 | (18) |
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2 Discrete Random Variables |
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65 | (56) |
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65 | (1) |
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2.2 Random Variables and Their Event Spaces |
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66 | (2) |
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2.3 The Probability Mass Function |
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68 | (2) |
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2.4 Distribution Functions |
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70 | (2) |
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2.5 Special Discrete Distributions |
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72 | (25) |
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2.6 Analysis of Program MAX |
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97 | (4) |
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2.7 The Probability Generating Function |
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101 | (3) |
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2.8 Discrete Random Vectors |
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104 | (6) |
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2.9 Independent Random Variables |
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110 | (11) |
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3 Continuous Random Variables |
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121 | (80) |
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121 | (4) |
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3.2 The Exponential Distribution |
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125 | (5) |
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3.3 The Reliability and Failure Rate |
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130 | (5) |
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3.4 Some Important Distributions |
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135 | (19) |
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3.5 Functions of a Random Variable |
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154 | (5) |
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3.6 Jointly Distributed Random Variables |
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159 | (4) |
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163 | (11) |
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174 | (16) |
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3.9 Functions of Normal Random Variables |
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190 | (11) |
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201 | (56) |
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201 | (4) |
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205 | (4) |
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4.3 Expectation Based on Multiple Random Variables |
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209 | (7) |
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216 | (10) |
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4.5 Moments and Transforms of Some Distributions |
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226 | (12) |
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4.6 Computation of Mean Time to Failure |
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238 | (9) |
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4.7 Inequalities and Limit Theorems |
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247 | (10) |
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5 Conditional Distribution and Expectation |
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257 | (44) |
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257 | (9) |
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5.2 Mixture Distributions |
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266 | (7) |
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5.3 Conditional Expectation |
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273 | (7) |
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5.4 Imperfect Fault Coverage and Reliability |
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280 | (10) |
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290 | (11) |
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301 | (50) |
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301 | (6) |
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6.2 Classification of Stochastic Processes |
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307 | (6) |
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6.3 The Bernoulli Process |
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313 | (4) |
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317 | (10) |
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327 | (5) |
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6.6 Availability Analysis |
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332 | (10) |
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342 | (4) |
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6.8 Renewal Model of Program Behavior |
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346 | (5) |
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7 Discrete-Time Markov Chains |
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351 | (70) |
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351 | (5) |
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7.2 Computation of n-step Transition Probabilities |
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356 | (6) |
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7.3 State Classification and Limiting Probabilities |
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362 | (9) |
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7.4 Distribution of Times Between State Changes |
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371 | (2) |
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7.5 Markov Modulated Bernoulli Process |
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373 | (3) |
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7.6 Irreducible Finite Chains with Aperiodic States |
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376 | (15) |
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7.7 * The M/G/ 1 Queuing System |
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391 | (9) |
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7.8 Discrete-Time Birth-Death Processes |
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400 | (7) |
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7.9 Finite Markov Chains with Absorbing States |
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407 | (14) |
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8 Continuous-Time Markov Chains |
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421 | (156) |
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421 | (7) |
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8.2 The Birth-Death Process |
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428 | (37) |
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8.3 Other Special Cases of the Birth-Death Model |
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465 | (9) |
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8.4 Non-Birth-Death Processes |
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474 | (45) |
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8.5 Markov Chains with Absorbing States |
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519 | (22) |
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541 | (11) |
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552 | (25) |
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577 | (84) |
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577 | (5) |
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9.2 Open Queuing Networks |
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582 | (8) |
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9.3 Closed Queuing Networks |
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590 | (30) |
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9.4 General Service Distribution and Multiple Job Types |
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620 | (8) |
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9.5 Non-product-form Networks |
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628 | (13) |
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9.6 Computing Response Time Distribution |
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641 | (13) |
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654 | (7) |
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661 | (92) |
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661 | (2) |
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10.2 Parameter Estimation |
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663 | (55) |
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718 | (35) |
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11 Regression and Analysis of Variance |
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753 | (84) |
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753 | (5) |
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11.2 Least-squares Curve Fitting |
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758 | (4) |
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11.3 The Coefficients of Determination |
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762 | (3) |
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11.4 Confidence Intervals in Linear Regression |
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765 | (3) |
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11.5 Trend Detection and Slope Estimation |
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768 | (3) |
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11.6 Correlation Analysis |
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771 | (3) |
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11.7 Simple Nonlinear Regression |
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774 | (1) |
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11.8 Higher-dimensional Least-squares Fit |
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775 | (3) |
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11.9 Analysis of Variance |
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778 | (13) |
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791 | (13) |
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791 | (5) |
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796 | (8) |
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B Properties of Distributions |
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804 | (3) |
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807 | (21) |
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828 | (7) |
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E Program Performance Analysis |
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835 | (2) |
Author Index |
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837 | (8) |
Subject Index |
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845 | |