Simulation

Simulation, Sixth Edition continues to introduce aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers will learn to apply the results of these analyses to...

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Bibliographic Details
Main Author Ross, Sheldon M.,author
Format Electronic eBook
LanguageEnglish
Published London, United Kingdom : Academic Press, [2023].
EditionSixth edition.
Subjects
Online AccessFull text
ISBN9780323899611
0323899617
9780323857390
0323857396
Physical Description1 online resource

Cover

Table of Contents:
  • 1 : Introduction
  • 2 : Elements of probability
  • 3 : Random numbers
  • 4 : Generating discrete random variables
  • 5 : Generating continuous random variables
  • 6 : The multivariate normal distribution and copulas
  • 7 : The discrete event simulation approach
  • 8 : Statistical analysis of simulated data
  • 9 : Variance reduction techniques
  • 10 : Additional variance reduction techniques
  • 11 : Statistical validation techniques
  • 12 : Markov chain Monte Carlo methods