Pub. Date:
Springer New York
Random Number Generation and Monte Carlo Methods / Edition 2

Random Number Generation and Monte Carlo Methods / Edition 2

by James E. Gentle
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Product Details

ISBN-13: 9781441918086
Publisher: Springer New York
Publication date: 11/29/2010
Series: Statistics and Computing
Edition description: Softcover reprint of the original 2nd ed. 2003
Pages: 382
Product dimensions: 6.10(w) x 9.25(h) x 0.24(d)

Table of Contents

Simulating Random Numbers from a Uniform Distribution * Quality of Random Number Generation * Quasirandom Numbers * Transformations of Uniform Deviates: General Methods * Simulating Random Numbers from Specific Distributions * Generation of Random Samples, Permutations, and Stochastic Processes * Monte Carlo Methods * Software for Random Number Generation * Monte Carlo Studies in Statistics

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