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The New S Language

Clinical Trial Methodology

Clinical Trial Methodology

Now viewed as its own scientific discipline clinical trial methodology encompasses the methods required for the protection of participants in a clinical trial and the methods necessary to provide a valid inference about the objective of the trial. Drawing from the authors’ courses on the subject as well as the first author’s more than 30 years working in the pharmaceutical industry Clinical Trial Methodology emphasizes the importance of statistical thinking in clinical research and presents the methodology as a key component of clinical research. From ethical issues and sample size considerations to adaptive design procedures and statistical analysis the book first covers the methodology that spans every clinical trial regardless of the area of application. Crucial to the generic drug industry bioequivalence clinical trials are then discussed. The authors describe a parallel bioequivalence clinical trial of six formulations incorporating group sequential procedures that permit sample size re-estimation. The final chapters incorporate real-world case studies of clinical trials from the authors’ own experiences. These examples include a landmark Phase III clinical trial involving the treatment of duodenal ulcers and Phase III clinical trials that contributed to the first drug approved for the treatment of Alzheimer’s disease. Aided by the U. S. FDA the U. S. National Institutes of Health the pharmaceutical industry and academia the area of clinical trial methodology has evolved over the last six decades into a scientific discipline. This guide explores the processes essential for developing and conducting a quality clinical trial protocol and providing quality data collection biostatistical analyses and a clinical study report all while maintaining the highest standards of ethics and excellence.

GBP 44.99
1

Random Circulant Matrices

Random Circulant Matrices

Circulant matrices have been around for a long time and have been extensively used in many scientific areas. This book studies the properties of the eigenvalues for various types of circulant matrices such as the usual circulant the reverse circulant and the k-circulant when the dimension of the matrices grow and the entries are random. In particular the behavior of the spectral distribution of the spectral radius and of the appropriate point processes are developed systematically using the method of moments and the various powerful normal approximation results. This behavior varies according as the entries are independent are from a linear process and are light- or heavy-tailed. Arup Bose obtained his B. Stat. M. Stat. and Ph. D. degrees from the Indian Statistical Institute. He has been on its faculty at the Theoretical Statistics and Mathematics Unit Kolkata India since 1991. He is a Fellow of the Institute of Mathematical Statistics and of all three national science academies of India. He is a recipient of the S. S. Bhatnagar Prize and the C. R. Rao Award. He is the author of three books: Patterned Random Matrices Large Covariance and Autocovariance Matrices (with Monika Bhattacharjee) and U-Statistics M_m-Estimators and Resampling (with Snigdhansu Chatterjee). Koushik Saha obtained a B. Sc. in Mathematics from Ramakrishna Mission Vidyamandiara Belur and an M. Sc. in Mathematics from Indian Institute of Technology Bombay. He obtained his Ph. D. degree from the Indian Statistical Institute under the supervision of Arup Bose. His thesis on circulant matrices received high praise from the reviewers. He has been on the faculty of the Department of Mathematics Indian Institute of Technology Bombay since 2014. | Random Circulant Matrices

GBP 44.99
1

Programming for Hybrid Multi/Manycore MPP Systems

Programming for Hybrid Multi/Manycore MPP Systems

Ask not what your compiler can do for you ask what you can do for your compiler. John Levesque Director of Cray’s Supercomputing Centers of ExcellenceThe next decade of computationally intense computing lies with more powerful multi/manycore nodes where processors share a large memory space. These nodes will be the building block for systems that range from a single node workstation up to systems approaching the exaflop regime. The node itself will consist of 10’s to 100’s of MIMD (multiple instruction multiple data) processing units with SIMD (single instruction multiple data) parallel instructions. Since a standard affordable memory architecture will not be able to supply the bandwidth required by these cores new memory organizations will be introduced. These new node architectures will represent a significant challenge to application developers. Programming for Hybrid Multi/Manycore MPP Systems attempts to briefly describe the current state-of-the-art in programming these systems and proposes an approach for developing a performance-portable application that can effectively utilize all of these systems from a single application. The book starts with a strategy for optimizing an application for multi/manycore architectures. It then looks at the three typical architectures covering their advantages and disadvantages. The next section of the book explores the other important component of the target—the compiler. The compiler will ultimately convert the input language to executable code on the target and the book explores how to make the compiler do what we want. The book then talks about gathering runtime statistics from running the application on the important problem sets previously discussed. How best to utilize available memory bandwidth and virtualization is covered next along with hybridization of a program. The last part of the book includes several major applications and examines future hardware advancements and how the application developer may prepare for those advancements.

GBP 44.99
1

Statistical Machine Learning A Unified Framework

Statistical Machine Learning A Unified Framework

The recent rapid growth in the variety and complexity of new machine learning architectures requires the development of improved methods for designing analyzing evaluating and communicating machine learning technologies. Statistical Machine Learning: A Unified Framework provides students engineers and scientists with tools from mathematical statistics and nonlinear optimization theory to become experts in the field of machine learning. In particular the material in this text directly supports the mathematical analysis and design of old new and not-yet-invented nonlinear high-dimensional machine learning algorithms. Features: Unified empirical risk minimization framework supports rigorous mathematical analyses of widely used supervised unsupervised and reinforcement machine learning algorithms Matrix calculus methods for supporting machine learning analysis and design applications Explicit conditions for ensuring convergence of adaptive batch minibatch MCEM and MCMC learning algorithms that minimize both unimodal and multimodal objective functions Explicit conditions for characterizing asymptotic properties of M-estimators and model selection criteria such as AIC and BIC in the presence of possible model misspecification This advanced text is suitable for graduate students or highly motivated undergraduate students in statistics computer science electrical engineering and applied mathematics. The text is self-contained and only assumes knowledge of lower-division linear algebra and upper-division probability theory. Students professional engineers and multidisciplinary scientists possessing these minimal prerequisites will find this text challenging yet accessible. About the Author: Richard M. Golden (Ph. D. M. S. E. E. B. S. E. E. ) is Professor of Cognitive Science and Participating Faculty Member in Electrical Engineering at the University of Texas at Dallas. Dr. Golden has published articles and given talks at scientific conferences on a wide range of topics in the fields of both statistics and machine learning over the past three decades. His long-term research interests include identifying conditions for the convergence of deterministic and stochastic machine learning algorithms and investigating estimation and inference in the presence of possibly misspecified probability models. | Statistical Machine Learning A Unified Framework

GBP 99.99
1

Direct Sum Decompositions of Torsion-Free Finite Rank Groups

The Shape of Space

A Primer on Wavelets and Their Scientific Applications

A Primer on Wavelets and Their Scientific Applications

In the first edition of his seminal introduction to wavelets James S. Walker informed us that the potential applications for wavelets were virtually unlimited. Since that time thousands of published papers have proven him true while also necessitating the creation of a new edition of his bestselling primer. Updated and fully revised to include the latest developments this second edition of A Primer on Wavelets and Their Scientific Applications guides readers through the main ideas of wavelet analysis in order to develop a thorough appreciation of wavelet applications. Ingeniously relying on elementary algebra and just a smidgen of calculus Professor Walker demonstrates how the underlying ideas behind wavelet analysis can be applied to solve significant problems in audio and image processing as well in biology and medicine. Nearly twice as long as the original this new edition provides 104 worked examples and 222 exercises constituting a veritable book of review material Two sections on biorthogonal wavelets A mini-course on image compression including a tutorial on arithmetic compression Extensive material on image denoising featuring a rarely covered technique for removing isolated randomly positioned clutter Concise yet complete coverage of the fundamentals of time-frequency analysis showcasing its application to audio denoising and musical theory and synthesis An introduction to the multiresolution principle a new mathematical concept in musical theory Expanded suggestions for research projects An enhanced list of references

GBP 180.00
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Algebraic Number Theory A Brief Introduction

Measuring Society

Banach Limit and Applications

Banach Limit and Applications

Banach Limit and Applications provides all the results in the area of Banach Limit its extensions generalizations and applications to various fields in one go (as far as possible). All the results in this field after Banach introduced this concept in 1932 were scattered till now. Sublinear functionals generating and dominating Banach Limit unique Banach Limit (almost convergence) invariant means and invariant limits absolute and strong almost convergence applications to ergodicity law of large numbers Fourier series uniform distribution of sequences uniform density core theorems and functional Banach limits are discussed in this book. The discovery of functional analysis such as the Hahn-Banach Theorem and the Banach-Steinhaus Theorem helped the researchers to develop a modern rich and unified theory of sequence spaces by encompassing classical summability theory via matrix transformations and the topics related to sequence spaces which arose from the concept of Banach limits all of which are presented in this book. The unique features of this book are as follows: All the results in this area which were scattered till now are in one place. The book is the first of its kind in the sense that there is no other competitive book. The contents of this monograph did not appear in any book form before. The audience of this book are the researchers in this area and Ph. D. and advanced master’s students. The book is suitable for one- or two-semester course work for Ph. D. students M. S. students in North America and Europe and M. Phil. and master’s students in India.

GBP 130.00
1

Introduction to Information Theory and Data Compression

Introduction to Information Theory and Data Compression

An effective blend of carefully explained theory and practical applications this text imparts the fundamentals of both information theory and data compression. Although the two topics are related this unique text allows either topic to be presented independently and it was specifically designed so that the data compression section requires no prior knowledge of information theory. The treatment of information theory while theoretical and abstract is quite elementary making this text less daunting than many others. After presenting the fundamental definitions and results of the theory the authors then apply the theory to memoryless discrete channels with zeroth-order one-state sources. The chapters on data compression acquaint students with a myriad of lossless compression methods and then introduce two lossy compression methods. Students emerge from this study competent in a wide range of techniques. The authors' presentation is highly practical but includes some important proofs either in the text or in the exercises so instructors can if they choose place more emphasis on the mathematics. Introduction to Information Theory and Data Compression Second Edition is ideally suited for an upper-level or graduate course for students in mathematics engineering and computer science. Features:Expanded discussion of the historical and theoretical basis of information theory that builds a firm intuitive grasp of the subjectReorganization of theoretical results along with new exercises ranging from the routine to the more difficult that reinforce students' ability to apply the definitions and results in specific situations. Simplified treatment of the algorithm(s) of Gallager and KnuthDiscussion of the information rate of a code and the trade-off between error correction and information rateTreatment of probabilistic finite state source automata including basic resul

GBP 59.99
1

Statistics and Health Care Fraud How to Save Billions

Statistics and Health Care Fraud How to Save Billions

Statistics and Health Care Fraud: How to Save Billions helps the public to become more informed citizens through discussions of real world health care examples and fraud assessment applications. The author presents statistical and analytical methods used in health care fraud audits without requiring any mathematical background. The public suffers from health care overpayments either directly as patients or indirectly as taxpayers and fraud analytics provides ways to handle the large size and complexity of these claims. The book starts with a brief overview of global healthcare systems such as U. S. Medicare. This is followed by a discussion of medical overpayments and assessment initiatives using a variety of real world examples. The book covers subjects as: • Description and visualization of medical claims data • Prediction of fraudulent transactions • Detection of excessive billings • Revealing new fraud patterns • Challenges and opportunities with health care fraud analytics Dr. Tahir Ekin is the Brandon Dee Roberts Associate Professor of Quantitative Methods in McCoy College of Business Texas State University. His previous work experience includes a working as a statistician on health care fraud detection. His scholarly work on health care fraud has been published in a variety of academic journals including International Statistical Review The American Statistician and Applied Stochastic Models in Business and Industry. He is a recipient of the Texas State University 2018 Presidential Distinction Award in Scholar Activities and the ASA/NISS y-Bis 2016 Best Paper Awards. He has developed and taught courses in the areas of business statistics optimization data mining and analytics. Dr. Ekin also serves as Vice President of the International Society for Business and Industrial Statistics. | Statistics and Health Care Fraud How to Save Billions

GBP 24.99
1

A Course in Categorical Data Analysis

A Course in Categorical Data Analysis

Categorical data-comprising counts of individuals objects or entities in different categories-emerge frequently from many areas of study including medicine sociology geology and education. They provide important statistical information that can lead to real-life conclusions and the discovery of fresh knowledge. Therefore the ability to manipulate understand and interpret categorical data becomes of interest-if not essential-to professionals and students in a broad range of disciplines. Although t-tests linear regression and analysis of variance are useful valid methods for analysis of measurement data categorical data requires a different methodology and techniques typically not encountered in introductory statistics courses. Developed from long experience in teaching categorical analysis to a multidisciplinary mix of undergraduate and graduate students A Course in Categorical Data Analysis presents the easiest most straightforward ways of extracting real-life conclusions from contingency tables. The author uses a Fisherian approach to categorical data analysis and incorporates numerous examples and real data sets. Although he offers S-PLUS routines through the Internet readers do not need full knowledge of a statistical software package. In this unique text the author chooses methods and an approach that nurtures intuitive thinking. He trains his readers to focus not on finding a model that fits the data but on using different models that may lead to meaningful conclusions. The book offers some simple innovative techniques not highighted in other texts that help make the book accessible to a broad interdisciplinary audience. A Course in Categorical Data Analysis enables readers to quickly use its offering of tools for drawing scientific medical or real-life conclusions from categorical data sets.

GBP 170.00
1

Benefit-Risk Assessment Methods in Medical Product Development Bridging Qualitative and Quantitative Assessments

Benefit-Risk Assessment Methods in Medical Product Development Bridging Qualitative and Quantitative Assessments

Guides You on the Development and Implementation of B–R EvaluationsBenefit–Risk Assessment Methods in Medical Product Development: Bridging Qualitative and Quantitative Assessments provides general guidance and case studies to aid practitioners in selecting specific benefit–risk (B–R) frameworks and quantitative methods. Leading experts from industry regulatory agencies and academia present practical examples lessons learned and best practices that illustrate how to conduct structured B–R assessment in clinical development and regulatory submission. The first section of the book discusses the role of B–R assessments in medicine development and regulation the need for both a common B–R framework and patient input into B–R decisions and future directions. The second section focuses on legislative and regulatory policy initiatives as well as decisions made at the U. S. FDA’s Center for Devices and Radiological Health. The third section examines key elements of B–R evaluations in a product’s life cycle such as uncertainty evaluation and quantification quantifying patient B–R trade-off preferences ways to identify subgroups with the best B–R profiles and data sources used to assist B–R assessment. The fourth section equips practitioners with tools to conduct B–R evaluations including assessment methodologies a quantitative joint modeling and joint evaluation framework and several visualization tools. The final section presents a rich collection of case studies. With top specialists sharing their in-depth knowledge thought-provoking considerations and practical advice this book offers comprehensive coverage of B–R evaluation methods tools and case studies. It gives practitioners a much-needed toolkit to develop and conduct their own B–R evaluations. | Benefit-Risk Assessment Methods in Medical Product Development Bridging Qualitative and Quantitative Assessments

GBP 44.99
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Modeling and Inverse Problems in the Presence of Uncertainty

Modeling and Inverse Problems in the Presence of Uncertainty

Modeling and Inverse Problems in the Presence of Uncertainty collects recent research—including the authors’ own substantial projects—on uncertainty propagation and quantification. It covers two sources of uncertainty: where uncertainty is present primarily due to measurement errors and where uncertainty is present due to the modeling formulation itself. After a useful review of relevant probability and statistical concepts the book summarizes mathematical and statistical aspects of inverse problem methodology including ordinary weighted and generalized least-squares formulations. It then discusses asymptotic theories bootstrapping and issues related to the evaluation of correctness of assumed form of statistical models. The authors go on to present methods for evaluating and comparing the validity of appropriateness of a collection of models for describing a given data set including statistically based model selection and comparison techniques. They also explore recent results on the estimation of probability distributions when they are embedded in complex mathematical models and only aggregate (not individual) data are available. In addition they briefly discuss the optimal design of experiments in support of inverse problems for given models. The book concludes with a focus on uncertainty in model formulation itself covering the general relationship of differential equations driven by white noise and the ones driven by colored noise in terms of their resulting probability density functions. It also deals with questions related to the appropriateness of discrete versus continuum models in transitions from small to large numbers of individuals. With many examples throughout addressing problems in physics biology and other areas this book is intended for applied mathematicians interested in deterministic and/or stochastic models and their interactions. It is also s

GBP 59.99
1

Time Series A First Course with Bootstrap Starter

Time Series A First Course with Bootstrap Starter

Time Series: A First Course with Bootstrap Starter provides an introductory course on time series analysis that satisfies the triptych of (i) mathematical completeness (ii) computational illustration and implementation and (iii) conciseness and accessibility to upper-level undergraduate and M. S. students. Basic theoretical results are presented in a mathematically convincing way and the methods of data analysis are developed through examples and exercises parsed in R. A student with a basic course in mathematical statistics will learn both how to analyze time series and how to interpret the results. The book provides the foundation of time series methods including linear filters and a geometric approach to prediction. The important paradigm of ARMA models is studied in-depth as well as frequency domain methods. Entropy and other information theoretic notions are introduced with applications to time series modeling. The second half of the book focuses on statistical inference the fitting of time series models as well as computational facets of forecasting. Many time series of interest are nonlinear in which case classical inference methods can fail but bootstrap methods may come to the rescue. Distinctive features of the book are the emphasis on geometric notions and the frequency domain the discussion of entropy maximization and a thorough treatment of recent computer-intensive methods for time series such as subsampling and the bootstrap. There are more than 600 exercises half of which involve R coding and/or data analysis. Supplements include a website with 12 key data sets and all R code for the book's examples as well as the solutions to exercises. | Time Series A First Course with Bootstrap Starter

GBP 38.99
1

The Sharpe Ratio Statistics and Applications

The Sharpe Ratio Statistics and Applications

The Sharpe ratio is the most widely used metric for comparing theperformance of financial assets. The Markowitz portfolio is the portfolio withthe highest Sharpe ratio. The Sharpe Ratio: Statistics and Applications examines the statistical propertiesof the Sharpe ratio and Markowitz portfolio both under the simplifying assumption of Gaussian returns and asymptotically. Connections are drawn between the financial measures and classical statistics includingStudent's t Hotelling's T^2 and the Hotelling-Lawley trace. The robustness of these statistics to heteroskedasticity autocorrelation fat tails and skew of returns are considered. The construction of portfolios to maximizethe Sharpe is expanded from the usual static unconditional model to include subspace constraints heding out assets and the use of conditioning information on both expected returns and risk. {book title} is the most comprehensivetreatment of the statistical properties of the Sharpe ratio and Markowitzportfolio ever published. Features: * Material on single asset problems market timing unconditional and conditional portfolio problems hedged portfolios. * Inference via both Frequentist and Bayesian paradigms. *A comprehensive treatment of overoptimism and overfitting of trading strategies. *Advice on backtesting strategies. *Dozens of examples and hundreds of exercises for self study. This book is an essential reference for the practicing quant strategist and the researcher alike and an invaluable textbook for the student. Steven E. Pav holds a PhD in mathematics from Carnegie Mellon University and degrees in mathematics and ceramic engineering sciencefrom Indiana University Bloomington and Alfred University. He was formerly a quantitative strategist at Convexus Advisors and CerebellumCapital and a quantitative analyst at Bank of America. He is the author of a dozen R packages including those for analyzing the significance of the Sharpe ratio and Markowitz portfolio. He writes about the Sharpe ratio at https://protect-us. mimecast. com/s/BUveCPNMYvt0vnwX8Cj689u?domain=sharperat. io . | The Sharpe Ratio Statistics and Applications

GBP 44.99
1

Beyond First Order Model Theory Volume I and II

Beyond First Order Model Theory Volume I and II

Model theory is the meta-mathematical study of the concept of mathematical truth. After Afred Tarski coined the term Theory of Models in the early 1950’s it rapidly became one of the central most active branches of mathematical logic. In the last few decades ideas that originated within model theory have provided powerful tools to solve problems in a variety of areas of classical mathematics including algebra combinatorics geometry number theory and Banach space theory and operator theory. The two volumes of Beyond First Order Model Theory present the reader with a fairly comprehensive vista rich in width and depth of some of the most active areas of contemporary research in model theory beyond the realm of the classical first-order viewpoint. Each chapter is intended to serve both as an introduction to a current direction in model theory and as a presentation of results that are not available elsewhere. All the articles are written so that they can be studied independently of one another. The first volume is an introduction to current trends in model theory and contains a collection of articles authored by top researchers in the field. It is intended as a reference for students as well as senior researchers. This second volume contains introductions to real-valued logic and applications abstract elementary classes and applications interconnections between model theory and function spaces nonstucture theory and model theory of second-order logic. Features A coherent introduction to current trends in model theory. Contains articles by some of the most influential logicians of the last hundred years. No other publication brings these distinguished authors together. Suitable as a reference for advanced undergraduate postgraduates and researchers. Material presented in the book (e. g abstract elementary classes first-order logics with dependent sorts and applications of infinitary logics in set theory) is not easily accessible in the current literature. The various chapters in the book can be studied independently. | Beyond First Order Model Theory Volume I and II

GBP 230.00
1

3D Animation for the Raw Beginner Using Autodesk Maya 2e

3D Animation for the Raw Beginner Using Autodesk Maya 2e

3D Animation for the Raw Beginner Using Autodesk Maya is a hands-on academic textbook as well as a do-it-yourself training manual for the individual animator. This second edition has been completely rewritten to take into account updates to Autodesk Maya including Autodesk’s renderer Arnold. It contains entirely new examples and tutorial lessons. All 612 images are in full color. The book directs the reader to the parts of Maya that must be mastered in order to create complete 3D projects and thus it simplifies the process of taking on Maya’s vast and intricate interface while giving the reader a firm foundation on which to build future knowledge of Maya. It also presents brief examples of other popular 3D applications and rendering engines. This principles-based yet pragmatic book: Introduces the basic steps of the 3D modeling materials animation lighting and rendering processes. Presents clear and concise tutorials that link key concepts to practical techniques. Includes access to a webpage for the book: https://buzzking. com/AnimationTextbook/AnimationTextbook. html. On this webpage are videos that cover many of the lessons in the book as well as video tutorials that present bonus material not included in the book. Frees instructors from the painstaking task of developing step-by-step examples to present Maya’s complex interface and basic capabilities. Boasts an easy-to-follow tutorial-based learning style ideal for individual study by aspiring animators and do-it yourselfers. Roger Buzz King is a Professor Emeritus at the University of Colorado at Boulder where he teaches 3D Animation for the Computer Science Department and the Alliance for Technology Learning and Society (ATLAS) an institute dedicated to the application of technology to the arts. Buzz is an independent 3D animator who serves on the board of directors of a 3D animation startup. Buzz has a B. A. in Mathematics from Occidental College an M. S. and Ph. D. in Computer Science from the University of Southern California and an M. Div. from the Iliff School of Theology. Key Features Introduces critical aspects of the 3D animation process Presents clear and concise tutorials that link key concepts to practical techniques Includes access to a dedicated Web site http://3dbybuzz. com featuring useful videos lessons and updates Frees instructors from developing step-by-step examples to present Maya’s complex interface and basic Boasts an easy-to-follow hands-on learning style ideal for individual study by aspiring animators and do-ityourselfers | 3D Animation for the Raw Beginner Using Autodesk Maya 2e

GBP 48.99
1

Games Gambling and Probability An Introduction to Mathematics

Games Gambling and Probability An Introduction to Mathematics

Many experiments have shown the human brain generally has very serious problems dealing with probability and chance. A greater understanding of probability can help develop the intuition necessary to approach risk with the ability to make more informed (and better) decisions. The first four chapters offer the standard content for an introductory probability course albeit presented in a much different way and order. The chapters afterward include some discussion of different games different ideas that relate to the law of large numbers and many more mathematical topics not typically seen in such a book. The use of games is meant to make the book (and course) feel like fun! Since many of the early games discussed are casino games the study of those games along with an understanding of the material in later chapters should remind you that gambling is a bad idea; you should think of placing bets in a casino as paying for entertainment. Winning can obviously be a fun reward but should not ever be expected. Changes for the Second Edition: New chapter on Game Theory New chapter on Sports Mathematics The chapter on Blackjack which was Chapter 4 in the first edition appears later in the book. Reorganization has been done to improve the flow of topics and learning. New sections on Arkham Horror Uno and Scrabble have been added. Even more exercises were added! The goal for this textbook is to complement the inquiry-based learning movement. In my mind concepts and ideas will stick with the reader more when they are motivated in an interesting way. Here we use questions about various games (not just casino games) to motivate the mathematics and I would say that the writing emphasizes a just-in-time mathematics approach. Topics are presented mathematically as questions about the games themselves are posed. Table of Contents Preface1. Mathematics and Probability 2. Roulette and Craps: Expected Value 3. Counting: Poker Hands 4. More Dice: Counting and Combinations and Statistics 5. Game Theory: Poker Bluffing and Other Games 6. Probability/Stochastic Matrices: Board Game Movement 7. Sports Mathematics: Probability Meets Athletics 8. Blackjack: Previous Methods Revisited 9. A Mix of Other Games 10. Betting Systems: Can You Beat the System? 11. Potpourri: Assorted Adventures in Probability Appendices Tables Answers and Selected Solutions Bibliography Biography Dr. David G. Taylor is a professor of mathematics and an associate dean for academic affairs at Roanoke College in southwest Virginia. He attended Lebanon Valley College for his B. S. in computer science and mathematics and went to the University of Virginia for his Ph. D. While his graduate school focus was on studying infinite dimensional Lie algebras he started studying the mathematics of various games in order to have a more undergraduate-friendly research agenda. Work done with two Roanoke College students Heather Cook and Jonathan Marino appears in this book! Currently he owns over 100 different board games and enjoys using probability in his decision-making while playing most of those games. In his spare time he enjoys reading cooking coding playing his board games and spending time with his six-year-old dog Lilly. | Games Gambling and Probability An Introduction to Mathematics

GBP 82.99
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