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...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
New York, NY :
Springer New York,
1999.
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Colección: | Springer texts in statistics.
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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.