Simulation

"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
Main Author Ross, Sheldon M.
Format Electronic eBook
LanguageEnglish
Published Amsterdam : Academic Press, 2013.
EditionFifth edition.
Subjects
Random variables.
Probabilities.
Computer simulation.
elektronické knihy
electronic books
Online AccessFull text
ISBN9780124159716
9780124158252
Physical Description1 online zdroj (xii, 310 pages) : illustrations

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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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