Simulation-Based Optimization pp 15-28 | Cite as

# Probability Theory: A Refresher

Chapter

- 999 Downloads

## Abstract

To understand the fundamentals underlying computer simulation, one must have some knowledge of the theory of probability. The goal of this chapter is to introduce some basic notions related to this theory. We will discuss the following concepts: random variables, probability of an event, some basic laws of probability, probability distributions, the mean and variance of random variables, and some “limit” theorems. The discussion here is at a very elementary level. If you are familiar with these concepts, you may skip this chapter.

## Preview

Unable to display preview. Download preview PDF.

## Copyright information

© Springer Science+Business Media New York 2003