Simulation And The Monte Carlo Method 2nd Edition Set
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Simulation And The Monte Carlo Method 2nd Edition Set
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Author : Reuven Y. Rubinstein
language : en
Publisher: Wiley-Interscience
Release Date : 2008-01-14
Simulation And The Monte Carlo Method 2nd Edition Set written by Reuven Y. Rubinstein and has been published by Wiley-Interscience this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-14 with Mathematics categories.
This set contains the text Simulation and the Monte Carlo Method, Second Edition 9780470177945 and the Student Solutions Manual to Accompany Simulation and the Monte Carlo Method, Second Edition 9780470258798.
Explorations In Monte Carlo Methods
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Author : Ronald W. Shonkwiler
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-08-11
Explorations In Monte Carlo Methods written by Ronald W. Shonkwiler and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-08-11 with Mathematics categories.
Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material. This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability and for a more specialized course in Monte Carlo methods. Topics include probability distributions, counting combinatorial objects, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, sampling, and random number generation.
Statistical Intervals
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Author : William Q. Meeker
language : en
Publisher: John Wiley & Sons
Release Date : 2017-03-09
Statistical Intervals written by William Q. Meeker and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-09 with Mathematics categories.
Describes statistical intervals to quantify sampling uncertainty,focusing on key application needs and recently developed methodology in an easy-to-apply format Statistical intervals provide invaluable tools for quantifying sampling uncertainty. The widely hailed first edition, published in 1991, described the use and construction of the most important statistical intervals. Particular emphasis was given to intervals—such as prediction intervals, tolerance intervals and confidence intervals on distribution quantiles—frequently needed in practice, but often neglected in introductory courses. Vastly improved computer capabilities over the past 25 years have resulted in an explosion of the tools readily available to analysts. This second edition—more than double the size of the first—adds these new methods in an easy-to-apply format. In addition to extensive updating of the original chapters, the second edition includes new chapters on: Likelihood-based statistical intervals Nonparametric bootstrap intervals Parametric bootstrap and other simulation-based intervals An introduction to Bayesian intervals Bayesian intervals for the popular binomial, Poisson and normal distributions Statistical intervals for Bayesian hierarchical models Advanced case studies, further illustrating the use of the newly described methods New technical appendices provide justification of the methods and pathways to extensions and further applications. A webpage directs readers to current readily accessible computer software and other useful information. Statistical Intervals: A Guide for Practitioners and Researchers, Second Edition is an up-to-date working guide and reference for all who analyze data, allowing them to quantify the uncertainty in their results using statistical intervals.
System Simulation 2nd Edition
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Author : D S Hira
language : en
Publisher: S. Chand Publishing
Release Date : 2009
System Simulation 2nd Edition written by D S Hira and has been published by S. Chand Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Mathematics categories.
The book provides sound knowledge about the fundamental aspects of the important technique of system simulation which is used in the analysis of complex systems.
Computational Methods In Physics And Engineering 2nd Edition
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Author : Samuel S M Wong
language : en
Publisher: World Scientific Publishing Company
Release Date : 1997-03-15
Computational Methods In Physics And Engineering 2nd Edition written by Samuel S M Wong and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-03-15 with Science categories.
Numerical methods are playing an ever-increasing role in physics and engineering. This is especially true after the recent explosion of computing power on the desk-top. This book is aimed at helping the user to make intelligent use of this power tool. Each method is introduced through realistic examples and actual computer programs. The explanations provide the background for making a choice between similar approaches and the knowledge to explore the network for the appropriate existing codes. Tedious proofs and derivations, on the other hand, are delegated to references. Examples of uncoventional methods are also given to stimulate readers in exploring new ways of solving problems.
Introducing Monte Carlo Methods With R
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Author : Christian Robert
language : en
Publisher: Springer Science & Business Media
Release Date : 2010
Introducing Monte Carlo Methods With R written by Christian Robert and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Computers categories.
This book covers the main tools used in statistical simulation from a programmer’s point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison.
Monte Carlo Simulation Based Statistical Modeling
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Author : Ding-Geng (Din) Chen
language : en
Publisher: Springer
Release Date : 2017-02-01
Monte Carlo Simulation Based Statistical Modeling written by Ding-Geng (Din) Chen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-01 with Medical categories.
This book brings together expert researchers engaged in Monte-Carlo simulation-based statistical modeling, offering them a forum to present and discuss recent issues in methodological development as well as public health applications. It is divided into three parts, with the first providing an overview of Monte-Carlo techniques, the second focusing on missing data Monte-Carlo methods, and the third addressing Bayesian and general statistical modeling using Monte-Carlo simulations. The data and computer programs used here will also be made publicly available, allowing readers to replicate the model development and data analysis presented in each chapter, and to readily apply them in their own research. Featuring highly topical content, the book has the potential to impact model development and data analyses across a wide spectrum of fields, and to spark further research in this direction.
Markov Chain Monte Carlo
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Author : Dani Gamerman
language : en
Publisher: CRC Press
Release Date : 1997-10-01
Markov Chain Monte Carlo written by Dani Gamerman and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-10-01 with Mathematics categories.
Bridging the gap between research and application, Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference provides a concise, and integrated account of Markov chain Monte Carlo (MCMC) for performing Bayesian inference. This volume, which was developed from a short course taught by the author at a meeting of Brazilian statisticians and probabilists, retains the didactic character of the original course text. The self-contained text units make MCMC accessible to scientists in other disciplines as well as statisticians. It describes each component of the theory in detail and outlines related software, which is of particular benefit to applied scientists.
Monte Carlo Statistical Methods
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Author : Christian Robert
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Monte Carlo Statistical Methods written by Christian Robert and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Mathematics categories.
Monte Carlo statistical methods, particularly those based on Markov chains, are now an essential component of the standard set of techniques used by statisticians. This new edition has been revised towards a coherent and flowing coverage of these simulation techniques, with incorporation of the most recent developments in the field. In particular, the introductory coverage of random variable generation has been totally revised, with many concepts being unified through a fundamental theorem of simulation There are five completely new chapters that cover Monte Carlo control, reversible jump, slice sampling, sequential Monte Carlo, and perfect sampling. There is a more in-depth coverage of Gibbs sampling, which is now contained in three consecutive chapters. The development of Gibbs sampling starts with slice sampling and its connection with the fundamental theorem of simulation, and builds up to two-stage Gibbs sampling and its theoretical properties. A third chapter covers the multi-stage Gibbs sampler and its variety of applications. Lastly, chapters from the previous edition have been revised towards easier access, with the examples getting more detailed coverage. This textbook is intended for a second year graduate course, but will also be useful to someone who either wants to apply simulation techniques for the resolution of practical problems or wishes to grasp the fundamental principles behind those methods. The authors do not assume familiarity with Monte Carlo techniques (such as random variable generation), with computer programming, or with any Markov chain theory (the necessary concepts are developed in Chapter 6). A solutions manual, which covers approximately 40% of the problems, is available for instructors who require the book for a course. Christian P. Robert is Professor of Statistics in the Applied Mathematics Department at Université Paris Dauphine, France. He is also Head of the Statistics Laboratoryat the Center for Research in Economics and Statistics (CREST) of the National Institute for Statistics and Economic Studies (INSEE) in Paris, and Adjunct Professor at Ecole Polytechnique. He has written three other books and won the 2004 DeGroot Prize for The Bayesian Choice, Second Edition, Springer 2001. He also edited Discretization and MCMC Convergence Assessment, Springer 1998. He has served as associate editor for the Annals of Statistics, Statistical Science and the Journal of the American Statistical Association. He is a fellow of the Institute of Mathematical Statistics, and a winner of the Young Statistician Award of the Société de Statistique de Paris in 1995. George Casella is Distinguished Professor and Chair, Department of Statistics, University of Florida. He has served as the Theory and Methods Editor of the Journal of the American Statistical Association and Executive Editor of Statistical Science. He has authored three other textbooks: Statistical Inference, Second Edition, 2001, with Roger L. Berger; Theory of Point Estimation, 1998, with Erich Lehmann; and Variance Components, 1992, with Shayle R. Searle and Charles E. McCulloch. He is a fellow of the Institute of Mathematical Statistics and the American Statistical Association, and an elected fellow of the International Statistical Institute.
Monte Carlo Simulation And Finance
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Author : Don L. McLeish
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-13
Monte Carlo Simulation And Finance written by Don L. McLeish and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-13 with Business & Economics categories.
Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte Carlo methods can help solve and the different ways Monte Carlo methods can be improved upon. This state-of-the-art book on Monte Carlo simulation methods is ideal for finance professionals and students. Order your copy today.