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Independent Random Sampling Methods (Hardcover, 1st ed. 2018)
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Independent Random Sampling Methods (Hardcover, 1st ed. 2018)
Series: Statistics and Computing
Expected to ship within 9 - 15 working days
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This book systematically addresses the design and analysis of
efficient techniques for independent random sampling. Both
general-purpose approaches, which can be used to generate samples
from arbitrary probability distributions, and tailored techniques,
designed to efficiently address common real-world practical
problems, are introduced and discussed in detail. In turn, the
monograph presents fundamental results and methodologies in the
field, elaborating and developing them into the latest techniques.
The theory and methods are illustrated with a varied collection of
examples, which are discussed in detail in the text and
supplemented with ready-to-run computer code. The main problem
addressed in the book is how to generate independent random samples
from an arbitrary probability distribution with the weakest
possible constraints or assumptions in a form suitable for
practical implementation. The authors review the fundamental
results and methods in the field, address the latest methods, and
emphasize the links and interplay between ostensibly diverse
techniques.
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