An introduction to statistical computing : a simulation-based approach / Jochen Voss

By: Voss, Jochen Material type: Text

TextLanguage: English Series: Wiley series in computational statisticsPublication details: Chichester, West Sussex : Wiley, 2014. Description: xii, 382 pages : illustrations ; 24 cmISBN: 9781118357729 (hardback); 1118357728 (hardback)Subject(s): Mathematical statistics -- Data processing | MATHEMATICS / Probability & Statistics / GeneralDDC classification: 519.50113 LOC classification: QA276.4 | .V66 2014Online resources: WorldCat details | E-book Fulltext

Contents:

TOC 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.

Summary: "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"--

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings ( 3 )
Title notes ( 5 )
Comments ( 0 )

Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Barcode
E-Book	EWU Library E-book	Non-fiction	519.50113 VOI 2014 (Browse shelf(Opens below))		Not for loan
Text	EWU Library Reserve Section	Non-fiction	519.50113 VOI 2014 (Browse shelf(Opens below))	C-1	Not For Loan	27381
Text	EWU Library Circulation Section	Non-fiction	519.50113 VOI 2014 (Browse shelf(Opens below))	C-2	Available	27382

Total holds: 0

Browsing EWU Library shelves, Shelving location: Circulation Section Close shelf browser (Hides shelf browser)

Previous								Next
Previous	519.5 TSI 2013 An introduction to analysis of financial data with R /	519.5 WEI 2012 Introductory statistics.	519.5 WEI 2012 Introductory statistics.	519.50113 VOI 2014 An introduction to statistical computing :	519.502 BEC 2012 Competing risks and multistate models with R /	519.502 BEC 2012 Competing risks and multistate models with R /	519.502 BEC 2012 Competing risks and multistate models with R /	Next

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

TOC 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.

"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"--

Sagar Shahanawaz

There are no comments on this title.

to post a comment.