Some Concepts From Probability and Statistics

This chapter reviews some preliminary concepts from probability and statistics. They are necessary to make preparations for the following chapters. In section 3.1, the information matrix is introduced into probability estimation field. Section 3.2 reviews some preliminary concepts from probability. Section 3.3 describes some continuous distributions we will use in this book. Section 3.4 reviews some necessary concepts from statistics, and describes some traditional estimation methods we likely to compare them with the new methods. Section 3.5 introduces Monte Carlo methods and gives some Fortran programs to generate samples for computer simulation experiments.