E-Book, Englisch, 649 Seiten, eBook
Reihe: Springer Texts in Statistics
Robert / Casella Monte Carlo Statistical Methods
2. Auflage 2004
ISBN: 978-1-4757-4145-2
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, 649 Seiten, eBook
Reihe: Springer Texts in Statistics
ISBN: 978-1-4757-4145-2
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
We have sold 4300 copies worldwide of the first edition (1999).
This new edition contains five completely new chapters covering new developments.
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
Introduction * Random Variable Generation * Monte Carlo Integration * Controlling Monte Carlo Variance * Monte Carlo Optimization * Markov Chains * The Metropolis-Hastings Algorithm * The Slice Sampler * The Two-Stage Gibbs Sampler * The Multi-Stage Gibbs Sampler * Variable Dimension Models and Reversible Jump * Diagnosing Convergence * Perfect Sampling * Iterated and Sequential Importance Sampling




