Online Program

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Friday, February 15
Fri, Feb 15, 9:15 AM - 10:45 AM
Magazine
Extending Existing Tools with Applications and Languages

APPL: A Probability Programming Language (303767)

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*Lawrence Mark Leemis, The College of William & Mary 

Keywords: Computational probability, programming languages, random variables.

Statistical packages have been used for decades to analyze large data sets or to perform mathematically intractable statistical methods. These packages are not capable of working with random variables having arbitrary probability distributions. This talk presents a prototype probability package named APPL (A Probability Programming Language) which can be used to perform operations on random variables. Examples of these operations include convolutions, products, maximums, expectations, and transformations. Application areas include survival analysis, time series analysis, simulation, goodness-of-fit, transient queueing analysis, Bayesian modeling, stochastic activity networks, Benford's law, quality control, and bootstrapping.