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An introduction to statistical computing : a simulation-based approach

Author: Jochen Voss
Publisher: Chichester, West Sussex : Wiley, 2014.
Series: Wiley series in computational statistics.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
"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"--
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Additional Physical Format: Online version:
Voss, Jochen.
Introduction to statistical computing.
Chichester, West Sussex : Wiley, 2013
(DLC) 2013025344
Document Type: Book
All Authors / Contributors: Jochen Voss
ISBN: 9781118357729 1118357728
OCLC Number: 841894071
Description: xii, 382 pages : illustrations ; 24 cm.
Contents: 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.
Series Title: Wiley series in computational statistics.
Responsibility: Jochen Voss, School of Mathematics, University of Leeds, UK.
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A comprehensive introduction to sampling-based methods in statistical computing The use of computers in mathematics and statistics has opened up a wide range of techniques for studying otherwise  Read more...

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"The exposition is quite clear, intuitive, and is a useful complement to more abstract treatises on stochastic calculus and simulation." (MathSciNet, 1 December 2015) Careful presentation and Read more...

 
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