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An Introduction to Statistical Computing: A Simulation-based Approach - Couverture rigide

Voss, Jochen

 
9781118357729: An Introduction to Statistical Computing: A Simulation-based Approach
Couverture rigide
ISBN 10 : 1118357728 ISBN 13 : 9781118357729
Editeur : John Wiley & Sons Inc, 2013

Synopsis

A comprehensive introduction to sampling-based methods in statistical computing

The use of computers in mathematics and statistics has opened up a wide range of techniques for studying otherwise intractable problems. Sampling-based simulation techniques are now an invaluable tool for exploring statistical models. This book gives a comprehensive introduction to the exciting area of sampling-based methods.

An Introduction to Statistical Computing introduces the classical topics of random number generation and Monte Carlo methods. It also includes some advanced methods such as the reversible jump Markov chain Monte Carlo algorithm and modern methods such as approximate Bayesian computation and multilevel Monte Carlo techniques

An Introduction to Statistical Computing

  • Fully covers the traditional topics of statistical computing.
  • Discusses both practical aspects and the theoretical background.
  • Includes a chapter about continuous-time models.
  • Illustrates all methods using examples and exercises.
  • Provides answers to the exercises (using the statistical computing environment R); the corresponding source code is available online.
  • Includes an introduction to programming in R.

This book is mostly self-contained; the only prerequisites are basic knowledge of probability up to the law of large numbers. Careful presentation and examples make this book accessible to a wide range of students and suitable for self-study or as the basis of a taught course.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

Jochen Voss, School of Mathematics, University of Leeds, UK.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
John Wiley & Sons Inc
Date d'édition
2013
Langue
anglais
ISBN 10 
1118357728
ISBN 13 
9781118357729
Reliure
Relié
Nombre de pages
396
Coordonnées du fabricant
Easy Access System Europe Oü, 16879218
gpsr.requests@easproject.com

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Estonie