Voss, Jochen.

An introduction to statistical computing : a simulation-based approach / Jochen Voss - Chichester, West Sussex : Wiley, 2014. - xii, 382 pages : illustrations ; 24 cm. - Wiley series in computational statistics .

Includes bibliographical references (pages 375-377) and index.

Pseudo random number generators --
1.1.1. The linear congruential generator --
1.1.2. Quality of pseudo random number generators --
1.1.3. Pseudo random number generators in practice --
1.2. Discrete distributions --
1.3. The inverse transform method --
1.4. Rejection sampling --
1.4.1. Basic rejection sampling --
1.4.2. Envelope rejection sampling --
1.4.3. Conditional distributions --
1.4.4. Geometric interpretation --
1.5. Transformation of random variables --
1.6. Special-purpose methods --
1.7. Summary and further reading --
Exercises --
2. Simulating statistical models --
2.1. Multivariate normal distributions --
2.2. Hierarchical models --
2.3. Markov chains --
2.3.1. Discrete state space --
2.3.2. Continuous state space --
2.4. Poisson processes --
2.5. Summary and further reading --
Exercises --
3. Monte Carlo methods --
3.1. Studying models via simulation --
3.2. Monte Carlo estimates --
3.2.1.Computing Monte Carlo estimates. Table of contents

"This is a book about exploring random systems using computer simulation and thus, this book combines two different topic areas which have always fascinated me: the mathematical theory of probability and the art of programming computers"--



9781118357729 (hardback) 1118357728 (hardback)

2013019321


Mathematical statistics--Data processing.
MATHEMATICS / Probability & Statistics / General.

QA276.4 / .V66 2014

519.50113 / VOI 2014

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