TY - BOOK AU - Voss,Jochen TI - An introduction to statistical computing: a simulation-based approach T2 - Wiley series in computational statistics SN - 9781118357729 (hardback) AV - QA276.4 .V66 2014 U1 - 519.50113 23 PY - 2014/// CY - Chichester, West Sussex : PB - Wiley KW - Mathematical statistics KW - Data processing KW - MATHEMATICS / Probability & Statistics / General KW - bisacsh N1 - 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; AS N2 - "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"-- UR - http://www.worldcat.org/title/introduction-to-statistical-computing-a-simulation-based-approach/oclc/841894071&referer=brief_results UR - http://lib.ewubd.edu/ebook/4595 ER -