A comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. Covers both the technical aspects of the subject, such as the generation of random numbers, non-uniform random variates and stochastic processes, and the use of simulation. Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation output, and more. Includes a selection of computer programs.
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BRIAN D. RIPLEY, PhD, is Professor of Applied Statistics at University of Oxford. He is a Fellow of the Institute of Mathematical Statistics and the Royal Society of Edinburgh and is also a member of the International Statistical Institute. He is the author of Spatial Statistics, which was published by Wiley in 1981.
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