Principles of Random Variate Generation - Couverture rigide

Dagpunar, John

Couverture rigide

ISBN 10 : 0198522029 ISBN 13 : 9780198522027

Editeur : Clarendon Press, 1988

Synopsis

An account of the theory and practice of generating random variates from probablility distributions. It is a guide for those engaged in computer simulation and there are algorithms throughout the book which will enable readers to generate variations from selected distributions. After a brief introduction to simulation, the author discusses the general principles for generating and testing uniform and non-uniform variates. These techniques are applied to unvariate and multivariate distributions, Markov processes and order statistics. The author has also included FORTRAN 77 programs for generating more familiar distributions and a set of graphical aids for the manual generation of variates. Competing methods available are compared and their advantages and disadvantages discussed. This book provides an introduction to the subject for statisticians, operational researchers and computer scientists, as well as postgraduate students.

Détails de l'édition

• Éditeur: Clarendon Press
• Date d'édition: 1988
• Langue: anglais
• ISBN 10: 0198522029
• ISBN 13: 9780198522027
• Reliure: Relié
• Nombre de pages: 244
• Coordonnées du fabricant: non disponible
• Personne responsable: Messaggerie Libri ; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; Italie