Umfang:
Online-Ressource
Ausgabe:
5. ed.
Ausgabe:
Online-Ausg. 2012 Electronic reproduction; Available via World Wide Web
ISBN:
1283696134
,
9781283696135
,
9780124159716
,
0124158250
,
9780124158252
Inhalt:
The 5th edition of Ross's Simulation continues to introduce aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers learn to apply results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions about future outcomes. This latest edition features all-new material on variance reduction, including control variables and their use in estimating the expected return at blackjack and their relation to regression analysis. Additionally, the 5th edition expands on Markov chain monte carlo methods, and offers unique information on the alias method for generating discrete random variables. By explaining how a computer can be used to generate random numbers and how to use these random numbers to generate the behavior of a stochastic model over time, Ross's Simulation, 5th edition presents the statistics needed to analyze simulated data as well as that needed for validating the simulation model. New to this Edition: Additional material on variance reduction, including control variables and their use in estimating the expected return at blackjack and their relation to regression analysisAdditional material and examples on Markov chain monte carlo methods Unique material on the alias method for generating discrete random variables. Additional material on generating multivariate normal vectors"R" software code package on the website the correlates to the specific material in the book
Inhalt:
The 5th edition of Ross's Simulation continues to introduce aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers learn to apply results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions about future outcomes. This latest edition features all-new material on variance reduction, including control variables and their use in estimating the expected return at blackjack and their relati
Anmerkung:
Includes index
,
Machine generated contents note: Preface; Introduction; Elements of Probability; Random Numbers; Generating Discrete Random Variables; Generating Continuous Random Variables; The Discrete Event Simulation Approach; Statistical Analysis of Simulated Data; Variance Reduction Techniques; Statistical Validation Techniques; Markov Chain Monte Carlo Methods; Some Additional Topics; Exercises; References; Index.
,
Half Title; Title; Copyright; Contents; Preface; Introduction; Elements of Probability; 2.1 Sample Space and Events; 2.2 Axioms of Probability; 2.3 Conditional Probability and Independence; 2.4 Random Variables; 2.5 Expectation; 2.6 Variance; 2.7 Chebyshev's Inequality and the Laws of Large Numbers; 2.8 Some Discrete Random Variables; 2.9 Continuous Random Variables; 2.10 Conditional Expectation and Conditional Variance; Bibliography; Random Numbers; 3.1 Pseudorandom Number Generation; 3.2 Using Random Numbers to Evaluate Integrals; Bibliography; Generating Discrete Random Variables; 4.1 The Inverse Transform Method4.2 Generating a Poisson Random Variable; 4.3 Generating Binomial Random Variables; 4.4 The Acceptance4pt'0137Rejection Technique; 4.5 The Composition Approach; 4.6 The Alias Method for Generating Discrete Random Variables; 4.7 Generating Random Vectors; Generating Continuous Random Variables; 5.1 The Inverse Transform Algorithm; 5.2 The Rejection Method; 5.3 The Polar Method for Generating Normal Random Variables; 5.4 Generating a Poisson Process; 5.5 Generating a Nonhomogeneous Poisson Process; 5.6 Simulating a Two-Dimensional Poisson Process; Bibliography; The Multivariate Normal Distribution and Copulas6.1 The Multivariate Normal; 6.2 Generating a Multivariate Normal Random Vector; 6.3 Copulas; 6.4 Generating Variables from Copula Models; The Discrete Event Simulation Approach; 7.1 Simulation via Discrete Events; 7.2 A Single-Server Queueing System; 7.3 A Queueing System with Two Servers in Series; 7.4 A Queueing System with Two Parallel Servers; 7.5 An Inventory Model; 7.6 An Insurance Risk Model; 7.7 A Repair Problem; 7.8 Exercising a Stock Option; 7.9 Verification of the Simulation Model; Bibliography; Statistical Analysis of Simulated Data ...
,
Electronic reproduction; Available via World Wide Web
Weitere Ausg.:
ISBN 9780124158252
Weitere Ausg.:
ISBN 1283696126
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe Simulation
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe Ross, Sheldon M., 1943 - Simulation Amsterdam : Elsevier, Acad. Press, 2013 ISBN 9780124158252
Weitere Ausg.:
ISBN 0124158250
Sprache:
Englisch
Fachgebiete:
Mathematik
Schlagwort(e):
Wahrscheinlichkeitsrechnung
;
Computersimulation
;
Monte-Carlo-Simulation
