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"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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Ross, Sheldon M.
Format: Electronic eBook
Language:Inglés
Published: Amsterdam : Academic Press, 2013.
Edition:Fifth edition.
Subjects:
Random variables.
Probabilities.
Computer simulation.
Digital computer simulation.
Variables aléatoires.
Probabilités.
Simulation par ordinateur.
probability.
simulation.
MATHEMATICS > Probability & Statistics > General.
Digital computer simulation
Computer simulation
Probabilities
Random variables
Online Access:Texto completo
Table of Contents:
  • 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.

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