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The book presents a comprehensive exploration of Monte Carlo statistical methods, emphasizing those based on Markov chains, which are crucial for modern statisticians. This revised edition offers a cohesive and updated discussion of simulation techniques, integrating the latest advancements in the field. Notably, the introductory section on random variable generation has been thoroughly overhauled, unifying various concepts through a fundamental theorem of simulation, enhancing the reader's understanding of these essential methods.
Nákup knihy
Monte Carlo Statistical Methods, George Casella, Robert-Christian Knorr
- Jazyk
- Rok vydania
- 2004
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- (pevná)
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- Titul
- Monte Carlo Statistical Methods
- Jazyk
- anglicky
- Vydavateľ
- Springer New York
- Rok vydania
- 2004
- Väzba
- pevná
- Počet strán
- 684
- ISBN13
- 9780387212395
- Štítky
- Náučná literatúra, Učebnice, Veda, Učebnice matematiky
- Hodnotenie
- 4,1 z 5
- Anotácia
- The book presents a comprehensive exploration of Monte Carlo statistical methods, emphasizing those based on Markov chains, which are crucial for modern statisticians. This revised edition offers a cohesive and updated discussion of simulation techniques, integrating the latest advancements in the field. Notably, the introductory section on random variable generation has been thoroughly overhauled, unifying various concepts through a fundamental theorem of simulation, enhancing the reader's understanding of these essential methods.