Normal görünüm MARC görünümü ISBD görünümü

Robert, Christian P., 1961-

Monte Carlo statistical methods / Christian P. Robert, George Casella - Second edition - xxx, 645 pages : illustrations ; 24 cm - Springer texts in statistics . - Springer texts in statistics .

Includes bibliographical references (pages 591-622) and indexes

-- Random Variable Generation -- Monte Carlo Integration -- Controlling Monte Carlo Variance -- Monte Carlo Optimization -- Markov Chains -- Metropolis-Hastings Algorithm -- Slice Sampler -- Two-Stage Gibbs Sampler -- Multi-Stage Gibbs Sampler -- Variable Dimension Models and Reversible Jump -- Diagnosing Convergence -- Perfect Sampling -- Iterated and Sequential Importance Sampling

"Monte Carlo statistical methods, particularly those based on Markov chains, are now an essential component of the standard set of techniques used by statisticians. This new edition has been revised towards a coherent and flowing coverage of these simulation techniques, with incorporation of the most recent developments in the field. In particular, the introductory coverage of random variable generation has been totally revised, with many concepts being unified through a fundamental theorem of simulation"--Back cover

ISBN: 0387212396 9780387212395

Nat. Bib. No.: 04,N13,0258 dnb

Subjects--Topical Terms:
Mathematical statistics
Monte Carlo method

LC Class. No.: QA276 / .R575 2004

Dewey Class. No.: