Experimental Stochastics
Eugen Grycko, Claudia Pohl, Frank Steinert
206 pages, parution le 10/10/2001
Résumé
This electronic monograph deals with the generating and
testing of artificial random numbers and demonstrates their
applications in practice. Artificial random experiments
allow to treat a large variety of problems. The software is
organized according to areas of subjects: artificial
randomness, stochastic models, stochastic processes,
evaluation of statistical methods. The examples chosen
range from the control of traffic lights at road
bottlenecks to Maxwell's law on the velocity distribution
of gases. The presentation of the material is done via
appropriate computer visualization, and the theory behind
the experiments is given in both the electronic component
and the accompanying booklet. This product, presenting many
well-prepared simulations, will be very useful for
instructional purposes.
Contents
- Preface
- 1.0 Survey
- 1.1 Random Generators
- 1.2 Our Collection of Random Generators
- 1.3 Tests for Random Generators
- 1.4 Generating Sample Values
- 1.5 Goodness-of-fit Tests for Arbitrary Distributions
- 1.6 Monto-Carlo Integration
- 1.7 Bibliographical Comments
- 2.0 Survey
- 2.1 Buffon Experiments
- 2.2 Service System
- 2.3 Kinetic Gas Theory
- 2.4 Kinetic Dynamics and Equilibrium
- 2.5 Bibliographical Comments
- 3.0 Survey
- 3.1 Markov Chains
- 3.2 Birth and Death Processes
- 3.3 Diffusion Processes
- 3.4 Control of Traffic Lights
- 3.5 Bibliographical Comments
- 4.0 Survey
- 4.1 Experimental Evaluation
- 4.2 Neyman Pearson Lemma
- 4.3 Wald Sequential Test
- 4.4 Bayesian Point Estimation
- 4.5 Hartigan Procedures
- 4.6 Bibliographical Comments
- References
- Symbols
- Index
Caractéristiques techniques
| PAPIER | |
| Éditeur(s) | Springer |
| Auteur(s) | Eugen Grycko, Claudia Pohl, Frank Steinert |
| Parution | 10/10/2001 |
| Nb. de pages | 206 |
| Format | 18,6 x 27,3 |
| Couverture | Broché |
| Poids | 624g |
| Intérieur | Noir et Blanc |
| EAN13 | 9783540146193 |
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