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Activity Number: 464
Type: Contributed
Date/Time: Wednesday, August 6, 2014 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Computing
Abstract #313728 View Presentation
Title: Computational Probability
Author(s): Lawrence Leemis*+
Companies: College of William and Mary
Keywords: Probability ; Computer Algebra System ; Bootstrapping ; Convolutions
Abstract:

A language known as APPL (A Probability Programming Language) is briefly introduced. APPL is a Maple-based language that is capable of defining random variables, computing moments of random variables, finding the distribution of sums and products of random variables, finding the distribution of order statistics, etc. Several applications are considered, such as bootstrapping with an infinite number of replications, finding the exact distribution of the time to complete a stochastic activity network, and finding the exact distribution of a test statistic, are illustrated.


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