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Numerical methods of statistics

Author: John F Monahan
Publisher: Cambridge : Cambridge University Press, 2001.
Series: Cambridge series in statistical and probabilistic mathematics.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

This 2001 book explains how computer software is designed to perform the tasks required for sophisticated statistical analysis. For statisticians, it examines the nitty-gritty computational problems  Read more...

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Document Type: Book
All Authors / Contributors: John F Monahan
ISBN: 0521791685 9780521791687
OCLC Number: 639125671
Description: XIV, 428 p. ; 27 cm.
Contents: 1. Algorithms and computers; 2. Computer arithmetic; 3. Matrices and linear equations; 4. More methods for solving linear equations; 5. Least squares; 6. Eigenproblems; 7. Functions: interpolation, smoothing and approximation; 8. Introduction to optimization and nonlinear equations; 9. Maximum likelihood and nonlinear regression; 10. Numerical integration and Monte Carlo methods; 11. Generating random variables from other distributions; 12. Statistical methods for integration and Monte Carlo; 13. Markov chain Monte Carlo methods; 14. Sorting and fast algorithms.
Series Title: Cambridge series in statistical and probabilistic mathematics.
Responsibility: John F. Monahan.

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Review of the hardback: '... an excellent tool both for self-study and for classroom teaching. it summarizes the state of the art well and provides a solid basis, through the programs hat go with the Read more...

 
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