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Thomopoulos, Nicholas T.

Essentials of Monte Carlo simulation : statistical methods for building simulation models / Nick T. Thomopoulos. - New York : Springer, c2013. - xviii, 171 p. : ill. (some col.) ; 24 cm.

Includes bibliographical references (p. 165) and index.

Random Number Generators --
Generating Random Variates --
Generating Continuous Random Variates --
Generating Discrete Random Variates --
Generating Multivariate Random Variates --
Special Applications --
Output from Simulation Runs --
Analysis of Output Data --
Choosing the Probability Distribution from Data --
Choosing the Probability Distribution When No Data. TOC

This book focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. It illustrates the best ways to select input distributions and parameters with or without sample data.



ISBN: 9781461460213 (alk. paper) 1461460212 (alk. paper) 9781461460220 (ebk.)

LCCN: 2012953256

Subjects--Topical Terms:
Monte Carlo method.

LC Class. No.: QA298 / .T497 2013

Dewey Class. No.: 519.53 / THE 2013