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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:   Print book : English : 2nd edView all editions and formats
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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Document Type: Book
All Authors / Contributors: Christian P Robert; George Casella
ISBN: 0387212396 9780387212395
OCLC Number: 803220435
Description: XXX, 645 p. ; 24 cm
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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