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Monte Carlo Statistical Methods /

Until the advent of powerful and accessible computing methods, the experimenter was often confronted with a difficult choice. Either describe an accurate model of a phenomenon, which would usually preclude the computation of explicit answers, or choose a standard model which would allow this computa...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Robert, Christian P.
Otros Autores: Casella, George
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York, 1999.
Colección:Springer texts in statistics.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Introduction
  • Random Variable Generation
  • Monte Carlo Integration
  • Markov Chains
  • Monte Carlo Optimization
  • The Metropolis-Hastings Algorithm
  • The Gibbs Sampler
  • Diagnosing Convergence
  • Implementation in Missing Data Models
  • Probability Distributions
  • Notation
  • References
  • Author Index
  • Subject Index.