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Simulation / Edition 5
     

Simulation / Edition 5

by Sheldon M. Ross
 

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ISBN-10: 0124158250

ISBN-13: 9780124158252

Pub. Date: 11/01/2012

Publisher: Elsevier Science

Replete with easy-to-understand examples ranging from the prediction of home runs in baseball using an hierarchical

Bayesian statistics model to estimating the expected return at blackjack using control variables, this text functions as a complete

consideration of simulation. Sheldon Ross provides broad yet thorough coverage of the subject, presenting the

Overview

Replete with easy-to-understand examples ranging from the prediction of home runs in baseball using an hierarchical

Bayesian statistics model to estimating the expected return at blackjack using control variables, this text functions as a complete

consideration of simulation. Sheldon Ross provides broad yet thorough coverage of the subject, presenting the development of

a simulation study to analyze models, and demonstrates that by using random variables and the concept of discrete events, it is

possible to generate the behavior of a stochastic model over time. Also discussed are questions concerning when to stop a

simulation, how much confidence can be placed in the results, and extensive new information on the presentation of the alias

method for generating discrete random variables material not found in any other text. Students, practitioners, and researchers

alike will find this text to have an important place in their research libraries.

Product Details

ISBN-13:
9780124158252
Publisher:
Elsevier Science
Publication date:
11/01/2012
Pages:
328
Sales rank:
1,136,293
Product dimensions:
6.10(w) x 9.10(h) x 0.90(d)

Table of Contents

Elements of Probability.

Random Numbers.

Generating Discrete Random Variables.

Generating Continuous Random Variables.

The Discrete Event Simulation Approach.

Statistical Analysis of Simulated Data.

Variance Reduction Techniques.

Statistical Validation Techniques.

Markov Chain Monte Carlo Methods.

Some Additional Topics.

qu:"...quite useful as a reference for the applied statistician."

source:—TECHNOMETRICS

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