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Essentials of Monte Carlo simulation : statistical methods for building simulation models / Nick T. Thomopoulos.

By: Thomopoulos, Nicholas T.
Material type: TextTextPublisher: New York : Springer, c2013Description: xviii, 171 p. : ill. (some col.) ; 24 cm.ISBN: 9781461460213 (alk. paper); 1461460212 (alk. paper); 9781461460220 (ebk.).Subject(s): Monte Carlo methodDDC classification: 519.53 Online resources: WorldCat details | Ebook Fulltext
Contents:
Table of contents
Summary: 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.
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Includes bibliographical references (p. 165) and index.

Table of contents 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.

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.

Applied Statistics

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