Monte Carlo Statistical Methods

Autor*innen

• George Casella
• Robert-Christian Knorr

Reihen

• Springer-Lehrbuch Statistik

Parameter

• 684 Seiten
• 24 Lesestunden

• Lehrbücher
• Mathematik
• Wissenschaft

Mehr zum Buch

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.

• Sprache: Englisch
• Erscheinungsdatum: 2004
• Einband: Hardcover