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Monte Carlo statistical methods

Author: Christian P Robert; George Casella
Publisher: New York : Springer, ©2004.
Series: Springer texts in statistics.
Edition/Format:   Book : English : 2nd edView all editions and formats
Database:WorldCat
Summary:
"Monte Carlo statistical methods, particularly those based on Markov chains, are now an essential component of the standard set of techniques used by statisticians. This new edition has been revised towards a coherent and flowing coverage of these simulation techniques, with incorporation of the most recent developments in the field. In particular, the introductory coverage of random variable generation has been  Read more...
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Details

Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Christian P Robert; George Casella
ISBN: 0387212396 9780387212395
OCLC Number: 55488084
Description: xxx, 645 p. : ill. ; 24 cm.
Contents: Random Variable Generation --
Monte Carlo Integration --
Controlling Monte Carlo Variance --
Monte Carlo Optimization --
Markov Chains --
Metropolis-Hastings Algorithm --
Slice Sampler --
Two-Stage Gibbs Sampler --
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.
More information:

Abstract:

"Monte Carlo statistical methods, particularly those based on Markov chains, are now an essential component of the standard set of techniques used by statisticians. This new edition has been revised towards a coherent and flowing coverage of these simulation techniques, with incorporation of the most recent developments in the field. In particular, the introductory coverage of random variable generation has been totally revised, with many concepts being unified through a fundamental theorem of simulation"--Back cover.

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