Design and Analysis of Simulation Experiments

Ermakov, Sergei M.; Melas, Viatcheslav B.

ISBN 10: 0792336623 / ISBN 13: 9780792336624

Edité par Springer, 1995

A propos de cet article

N° de réf. du vendeur 1551692-n

Détails bibliographiques

• Titre: Design and Analysis of Simulation Experiments
• Éditeur: Springer
• Date de parution: 1995
• Langue: anglais
• ISBN à 10 chiffres: 0792336623
• ISBN à 13 chiffres: 9780792336624
• Reliure: Couverture rigide
• État de l'article: New

A propos de ce titre

Synopsis

This book is devoted to a new branch of experimental design theory called simulation experimental design. There are many books devoted either to the theory of experimental design or to system simulation techniques, but in this book an approach to combine both fields is developed. Especially the mathematical theory of such universal variance reduction techniques as splitting and Russian Roulette is explored. The book contains a number of results on regression design theory related to nonlinear problems, the E-optimum criterion and designs which minimize bias.
Audience: This volume will be of value to readers interested in systems simulation, applied statistics and numerical methods with basic knowledge of applied statistics and linear algebra.