Elements of Simulation

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.

"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

Autorentext

Byron J.T. Morgan

Inhalt

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