Elements of Simulation

by Byron J.T. Morgan

Overview

This book provides a guide to the elements of simulation in statistics, which will include developments and which may be used either as a teaching text or as a source of reference. It is widely used for teaching statistics in schools.

Product Details

ISBN-13:	9781138469716
Publisher:	Taylor & Francis
Publication date:	04/04/2018
Series:	Chapman & Hall/CRC Texts in Statistical Science
Pages:	366
Product dimensions:	6.12(w) x 9.19(h) x (d)

Table of Contents

1. Introduction 2. Some Probability and Statistics Revision 3. Generating Uniform Random Variables 4. Particular Methods for Non-uniform Random Variables 5. General Methods for Non-uniform Random Variables 6. Testing Random Numbers 7. Variance Reduction and Integral Estimation 8. Model Construction and Analysis 9. Further Examples and Applications

Editorial Reviews

"This book can be strongly recommended to anyone who needs to generate random variables... it is both a well-written textbook and a genuine work of reference."
-Biometrics
"... a very readable book... the basic tools of simulation are excellently explained and nicely illustrated with interesting examples."
-Journal of Operational Research

From the Publisher