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  -