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Simulation: A Modeler's Approach / Edition 1
     

Simulation: A Modeler's Approach / Edition 1

by James R. Thompson
 

ISBN-10: 0471251844

ISBN-13: 9780471251842

Pub. Date: 10/25/1999

Publisher: Wiley

A unique, integrated treatment of computer modeling and simulation "The future of science belongs to those willing to make the shift to simulation-based modeling," predicts Rice Professor James Thompson, a leading modeler and computational statistician widely known for his original ideas and engaging style. He discusses methods, available to anyone with a fast

Overview

A unique, integrated treatment of computer modeling and simulation "The future of science belongs to those willing to make the shift to simulation-based modeling," predicts Rice Professor James Thompson, a leading modeler and computational statistician widely known for his original ideas and engaging style. He 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. Dr. Thompson believes that, so far from liberating us from the necessity of modeling, the fast computer enables us to engage in realistic models of processes in , for example, economics, which have not been possible earlier because simple stochastic models in the forward temporal direction generally become quite unmanageably complex when one is looking for such things as likelihoods. Thompson shows how simulation may be used to bypass the necessity of obtaining likelihood functions or moment-generating functions as a precursor to parameter estimation. 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.

Product Details

ISBN-13:
9780471251842
Publisher:
Wiley
Publication date:
10/25/1999
Series:
Wiley Series in Probability and Statistics Series , #345
Pages:
328
Product dimensions:
6.46(w) x 9.49(h) x 0.83(d)

Table of 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 USA AIDS Epidemic: Exploration, Simulation and Conjecture.

Appendices.

Index.

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