TY  - BOOK
AU  - Robert,Christian P.
AU  - Casella,George
TI  - Monte Carlo statistical methods
T2  - Springer texts in statistics
SN  - 0387212396
AV  - QA276 .R575 2004
PY  - 2004///]
CY  - New York
PB  - Springer
KW  - Mathematical statistics
KW  - Monte Carlo method
N1  - 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
N2  - "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
ER  -