03901nam 22006975 450 991030010170332120250609111217.03-319-72634-X10.1007/978-3-319-72634-2(CKB)4100000002892204(MiAaPQ)EBC5340115(DE-He213)978-3-319-72634-2(PPN)225551098(MiAaPQ)EBC6220945(EXLCZ)99410000000289220420180331d2018 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierIndependent Random Sampling Methods /by Luca Martino, David Luengo, Joaquín Míguez1st ed. 2018.Cham :Springer International Publishing :Imprint: Springer,2018.1 online resource (xii, 280 pages)Statistics and Computing,2197-17063-319-72633-1 Introduction -- Direct methods -- Accept-Reject methods -- Adaptive rejection sampling methods -- Ratio of Uniforms -- Independent sampling for multivariate densities -- Asymptotically independent samplers -- Summary and outlook -- A. Acronyms and abbrevations -- B. Notation -- C. Jones' RoU generalization -- D. Polar transformation.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.Statistics and Computing,2197-1706Mathematical statisticsData processingComputer scienceMathematicsSocial sciencesMathematicsStatisticsStatisticsStatistics and ComputingMathematics of ComputingMathematics in Business, Economics and FinanceStatistical Theory and MethodsStatistics in Engineering, Physics, Computer Science, Chemistry and Earth SciencesMathematical statisticsData processing.Computer scienceMathematics.Social sciencesMathematics.Statistics.Statistics.Statistics and Computing.Mathematics of Computing.Mathematics in Business, Economics and Finance.Statistical Theory and Methods.Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.519.52Martino Lucaauthttp://id.loc.gov/vocabulary/relators/aut767828Luengo Davidauthttp://id.loc.gov/vocabulary/relators/autMíguez Joaquínauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910300101703321Independent Random Sampling Methods2018992UNINA