Simulation / Edition 5

Simulation / Edition 5

by Sheldon M. Ross
     
 

Sheldon Ross's Simulation, Fourth Edition introduces aspiring and practicing actuaries, engineers, computer scientists, and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers can apply results of these analyses to problems in a wide variety of fields in order to obtain effective, accurate… See more details below

Overview

Sheldon Ross's Simulation, Fourth Edition introduces aspiring and practicing actuaries, engineers, computer scientists, and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers can apply results of these analyses to problems in a wide variety of fields in order to obtain effective, accurate solutions, and to make predictions about future outcomes.

Product Details

ISBN-13:
9780124158252
Publisher:
Elsevier Science
Publication date:
11/01/2012
Pages:
328
Sales rank:
1,013,673
Product dimensions:
6.10(w) x 9.10(h) x 0.90(d)

Table of Contents

1Introduction1
2Elements of probability5
3Random numbers41
4Generating discrete random variables49
5Generating continuous random variables67
6The discrete event simulation approach93
7Statistical analysis of simulated data117
8Variance reduction techniques137
9Statistical validation techniques219
10Markov chain Monte Carlo methods245
11Some additional topics273

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