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 methodsUnique material on the alias method for generating
discrete random variablesAdditional material on generating
multivariate normal vectors"
General
Imprint: |
Academic Press Inc
|
Country of origin: |
United States |
Release date: |
December 2012 |
First published: |
November 2012 |
Authors: |
Sheldon M. Ross
|
Dimensions: |
229 x 152 x 20mm (L x W x T) |
Format: |
Hardcover
|
Pages: |
328 |
Edition: |
5th edition |
ISBN-13: |
978-0-12-415825-2 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
0-12-415825-0 |
Barcode: |
9780124158252 |
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