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Simulation /
"In formulating a stochastic model to describe a real phenomenon, it used to be that one compromised between choosing a model that is a realistic replica of the actual situation and choosing one whose mathematical analysis is tractable. That is, there did not seem to be any payoff in choosing a...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam :
Academic Press,
2013.
|
| Edición: | Fifth edition. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Elements of probability
- Random numbers
- Generating discrete random variables
- Generating continuous random variables
- The multivariate normal distribution and copulas
- The discrete event simulation approach
- Statistical analysis of simulated data
- Variance reduction techniques
- Additional variance reduction techniques
- Statistical validation techniques
- Markov chain Monte Carlo methods.