Simulation aay
Fourth EditionNAV Say
Simulation [gag
Fourth Edition
Sheldon M. Ross
Epstein Deparment of indus
‘ond Systams Engineering
Universiy of Souther Calfomia
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Preface ix
V Introduction 1
Execises 3
2 Elements of Probability 5
21" Sample Space and Events 5
22 Axioms of Probebiliy 6
23. Conditional Probability and Independence 7
28 Random Vaibes 9
25 Bxpecation 11
26 Valance 4
27. Chebyaber’s Inequality and the Laws of Large Nambers 16
28 Some Discete Random Vaibes 18
Binomial Random Variables 18
Poisson Random Vibes 20
(Geometric Radom Variales 22
‘The Neguive Binomial Random Vasisble 25
Hypergometric Random Vertes 24
29 Condauovs Random Vasbles 24
Uniformly Distibote Random Vaibles 25
Normal Rendon Variables 26
Exponeotal Random Variables | 27
‘The Poisson Process sad Gana Random Variables 29
“The Nonhomogeacous Poisson Process "32
‘210 Condionl Expectation snd Conditional Variance 33
“The Conditional Variance Formala 34
Exercise 35
References 39