| Description |
xv, 381 pages : illustrations ; 25 cm |
| Series |
Statistics and computing |
|
Statistics and computing (Springer-Verlag)
|
| Contents |
1. Simulating Random Numbers from a Uniform Distribution -- 2. Quality of Random Number Generators -- 3. Quasirandom Numbers -- 4. Transformations of Uniform Deviates: General Methods -- 5. Simulating Random Numbers from Specific Distributions -- 6. Generation of Random Samples, Permutations, and Stochastic Processes -- 7. Monte Carlo Methods -- 8. Software for Random Number Generation -- 9. Monte Carlo Studies in Statistics -- A. Notation and Definitions -- B. Solutions and Hints for Selected Exercises |
| Summary |
"The book includes exercises and can be used as a textbook for courses in statistical computing or simulation and Monte Carlo methods. It can also be used as a supplementary text for courses in computational statistics. The book covers recent developments in the field and is a useful reference for researchers and practitioners."--BOOK JACKET |
| Notes |
Previous ed: 1998 |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Monte Carlo method.
|
|
Random number generators.
|
| LC no. |
2003042437 |
| ISBN |
0387001786 alkaline paper |
|
