Statistical Simulation (4th Edition in English)

Author: (USA) Ross (Ross, S.M.)
Publisher:
Publish Date: 2007-02-01
Features: This book systematically elaborates on some practical methods and techniques of statistical simulation. After a brief review of the basic knowledge of probability, it introduces how to use computers to generate random numbers and how to use these random numbers to generate random variables and random processes with arbitrary distributions. Then, it discusses some methods and techniques for analyzing statistical data, such as Bootstrap (self-help method), variance reduction techniques, etc. Next, it explains how to use statistical simulation to determine whether the selected random model fits the actual data. Finally, it introduces MCMC and some newly developed statistical simulation techniques and topics, such as the evaluation of random sequence functions and random subset functions. At the end of each chapter, the book also provides exercises of varying difficulty. This book can be used as a textbook for undergraduate and graduate students in mathematics, statistics, scientific computing, insurance, actuarial science, and other related fields, as well as a reference for engineering technicians and applied workers.