"This textbook contains and describes all the tools one needs to plan and to carry out a simulation study as well as to analyze its results." --J.Wolters, zbMATH Open
"It presents the statistics needed to analyze simulated data and to validate the simulation model. In this edition, several new topics are included as well as a number of new exercises." --Vigirdas Mackevičius, zbMATH Open
Simulation, Sixth Edition continues to introduce aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers will learn to apply the results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions. By explaining how a computer can be used to generate random numbers and how to use these random numbers to generate the behavior of a stochastic model over time, this book presents the statistics needed to analyze simulated data and validate simulation models.
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1. Introduction
2. Elements of Probability
3. Random Numbers
4. Generating Discrete Random Variables
5. Generating Continuous Random Variables
6. The Multivariate Normal Distribution and Copulas
7. The Discrete Event Simulation Approach
8. Statistical Analysis of Simulated Data
9. Variance Reduction Techniques
10. Additional Variance Reduction Techniques
11. Statistical Validation Techniques
12. Markov Chain Monte Carlo Methods
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Provides an introduction to simulation for computational statistics, including generating random numbers and gauging behavior of a stochastic model over time
Includes updated content throughout
Offers a wealth of practice exercises as well as applied use of free software package R
Features the author’s well-known, award-winning and accessible approach to complex information
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Produktdetaljer
ISBN
9780323857390
Publisert
2022-12-14
Utgave
6. utgave
Utgiver
Elsevier Science & Technology
Vekt
680 gr
Høyde
229 mm
Bredde
152 mm
Aldersnivå
U, 05
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
336
Forfatter