Description: Random Number Generation and Monte Carlo Methods, Paperback by Chambers, John; Hand, David J.; Hardle, Wolfgang K., ISBN 1441918086, ISBN-13 9781441918086, Brand New, Free shipping in the US Monte Carlo simulation has become one of the most important tools in all fields of science. Simulation methodology relies on a good source of numbers that appear to be random. These "pseudorandom" numbers must pass statistical tests just as random samples would. Methods for producing pseudorandom numbers and transforming those numbers to simulate samples from various distributions are among the most important topics in statistical computing. This book surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation. Th covers basic principles, as well as newer methods such as parallel random number generation, nonlinear congruential generators, quasi Monte Carlo methods, and Markov chain Monte Carlo. The best methods for generating random variates from the standard distributions are presented, but also general techniques useful in more complicated models and in novel settings are described. The emphasis throughout th is on practical methods that work well in current computing environments. Th includes exercises and can be used as a test or supplementary text for various courses in modern statistics. It could serve as the primary test for a specialized course in statistical computing, or as a supplementary text for a course in computational statistics and other areas of modern statistics that rely on simulation. Th, which covers recent developments in the field, could also serve as a useful reference for practitioners. Although some familiarity with probability and statistics is assumed, th is accessible to a broad audience. The second edition is approximately 50% longer than the first edition. It includes advances in methods for parallel random number generation, universal methods for generation of nonuniform variates, perfect sampling, and software for random number generation.
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Book Title: Random Number Generation and Monte Carlo Methods
Number of Pages: Xvi, 382 Pages
Publication Name: Random Number Generation and Monte Carlo Methods
Language: English
Publisher: Springer New York
Subject: Mathematical & Statistical Software, Probability & Statistics / Stochastic Processes, Numerical Analysis, Number Theory
Publication Year: 2010
Type: Textbook
Item Weight: 43.4 Oz
Item Length: 9.3 in
Subject Area: Mathematics, Computers
Author: James E. Gentle
Series: Statistics and Computing Ser.
Item Width: 6.1 in
Format: Trade Paperback
