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Monte Carlo statistical methods

Author: Christian P Robert; George Casella
Publisher: New York, NY : Springer, c 2004.
Series: Springer texts in statistics.
Edition/Format:   Print book : English : 2. edView all editions and formats
Database:WorldCat
Summary:

We have sold 4300 copies worldwide of the first edition (1999).This new edition contains five completely new chapters covering new developments.

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Genre/Form: Lehrbuch - Monte-Carlo-Simulation - Markov-Ketten-Monte-Carlo-Verfahren
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Christian P Robert; George Casella
ISBN: 0387212396 9780387212395
OCLC Number: 249801921
Description: XXX, 645 S. : ill., graph. Darst.
Contents: Introduction * Random Variable Generation * Monte Carlo Integration * Controlling Monte Carlo Variance * Monte Carlo Optimization * Markov Chains * The Metropolis-Hastings Algorithm * The Slice Sampler * The Two-Stage Gibbs Sampler * The Multi-Stage Gibbs Sampler * Variable Dimension Models and Reversible Jump * Diagnosing Convergence * Perfect Sampling * Iterated and Sequential Importance Sampling
Series Title: Springer texts in statistics.
Responsibility: Christian P. Robert ; George Casella.
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From the reviews:MATHEMATICAL REVIEWS"Although the book is written as a textbook, with many carefully worked out examples and exercises, it will be very useful for the researcher since the authors Read more...

 
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