Stochastic Simulation

Brian D. Ripley - Collection Wiley Series in Probability and Statistics

240 pages, parution le 25/04/2006

Ajouter à une liste

Indisponible

Résumé

"...this is a very competently written and useful addition to the statistical literature; a book every statistician should look at and that many should study!" Short Book Reviews, International Statistical Institute

"...reading this book was an enjoyable learning experience. The suggestions and recommendations on the methods [make] this book an excellent reference for anyone interested in simulation. With its compact structure and good coverage of material, it [is] an excellent textbook for a simulation course." Technometrics

"...this work is an excellent comprehensive guide to simulation methods, written by a very competent author. It is especially recommended for those users of simulation methods who want more than a 'cook book'." Mathematics Abstracts

This book is a comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. It covers both the technical aspects of the subject, such as the generation of random numbers, non-uniform random variates and stochastic processes, and the use of simulation. Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation output, and more.

L'auteur - Brian D. Ripley

Professor B.D. Ripley holds the Chair of Applied Statistics at the University of Oxford, and is the author of four other books on spatial statistics, simulation, pattern recognition, and neural networks. Both authors are known and respected throughout the international S and R communities, for their books, workshops, short courses, and freely available software, and through their extensive contributions to the S-news and R mailing lists.

Sommaire

Aims of Simulation
Pseudo-Random Numbers
Random Variables
Stochastic Models
Variance Reduction
Output Analysis
Uses of Simulation
Appendixes

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Brian D. Ripley
Collection	Wiley Series in Probability and Statistics
Parution	25/04/2006
Nb. de pages	240
Format	15,5 x 23,5
Couverture	Broché
Poids	345g
Intérieur	Noir et Blanc
EAN13	9780470009604
ISBN13	978-0-470-00960-4