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Simulation : a modeler's approach

Author: James R Thompson
Publisher: New York : Wiley, ©2000.
Series: Wiley series in probability and statistics., Applied probability and statistics.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
"Professor James Thompson discusses methods, available to anyone with a fast desktop computer, for integrating simulation into the modeling process in order to create meaningful models of real phenomena. Drawing from a wealth of experience, he gives examples from trading markets, oncology, epidemiology, statistical process control, physics, public policy, combat, real-world optimization, Bayesian analyses, and  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Thompson, James R. (James Robert), 1938-
Simulation.
New York : Wiley, ©2000
(DLC) 99033022
(OCoLC)41380613
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: James R Thompson
ISBN: 9780470317907 0470317906
OCLC Number: 681286465
Reproduction Notes: Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2010. MiAaHDL
Description: 1 online resource (xx, 297 pages) : illustrations.
Details: Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Contents: The generation of random numbers --
Random quadrature --
Monte Carlo solutions of differential equations --
Markov chains, poisson processes, and linear equations --
Simest, simdat, and pseudoreality --
Models for stocks and derivatives --
Simulation assessment of multivariate and robust procedures in statistical process control --
Noise and chaos --
Bayesian approaches --
Resampling-based tests --
Optimization and estimation in a noisy world --
Modeling the AIDS epidemic: exploration, simulation, and conjecture.
Series Title: Wiley series in probability and statistics., Applied probability and statistics.
Responsibility: James R. Thompson.
More information:

Abstract:

"Professor James Thompson discusses methods, available to anyone with a fast desktop computer, for integrating simulation into the modeling process in order to create meaningful models of real phenomena. Drawing from a wealth of experience, he gives examples from trading markets, oncology, epidemiology, statistical process control, physics, public policy, combat, real-world optimization, Bayesian analyses, and population dynamics." "Simulation: A Modeler's Approach is a provocative and practical guide for professionals in applied statistics as well as engineers, scientists, computer scientists, financial analysts, and anyone with an interest in the synergy between data, models, and the digital computer."--Jacket.

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