LEADER 03901nam 22006975 450 001 9910300101703321 005 20250609111217.0 010 $a3-319-72634-X 024 7 $a10.1007/978-3-319-72634-2 035 $a(CKB)4100000002892204 035 $a(MiAaPQ)EBC5340115 035 $a(DE-He213)978-3-319-72634-2 035 $a(PPN)225551098 035 $a(MiAaPQ)EBC6220945 035 $a(EXLCZ)994100000002892204 100 $a20180331d2018 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aIndependent Random Sampling Methods /$fby Luca Martino, David Luengo, Joaquín Míguez 205 $a1st ed. 2018. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2018. 215 $a1 online resource (xii, 280 pages) 225 1 $aStatistics and Computing,$x2197-1706 311 08$a3-319-72633-1 327 $aIntroduction -- 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. 330 $aThis book systematically addresses the design and analysis of efficient techniques for independent random sampling. Both general-purpose approaches, which can be used to generate samples from arbitrary probability distributions, and tailored techniques, designed to efficiently address common real-world practical problems, are introduced and discussed in detail. In turn, the monograph presents fundamental results and methodologies in the field, elaborating and developing them into the latest techniques. The theory and methods are illustrated with a varied collection of examples, which are discussed in detail in the text and supplemented with ready-to-run computer code. The main problem addressed in the book is how to generate independent random samples from an arbitrary probability distribution with the weakest possible constraints or assumptions in a form suitable for practical implementation. The authors review the fundamental results and methods in the field, address the latest methods, and emphasize the links and interplay between ostensibly diverse techniques. 410 0$aStatistics and Computing,$x2197-1706 606 $aMathematical statistics$xData processing 606 $aComputer science$xMathematics 606 $aSocial sciences$xMathematics 606 $aStatistics 606 $aStatistics 606 $aStatistics and Computing 606 $aMathematics of Computing 606 $aMathematics in Business, Economics and Finance 606 $aStatistical Theory and Methods 606 $aStatistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences 615 0$aMathematical statistics$xData processing. 615 0$aComputer science$xMathematics. 615 0$aSocial sciences$xMathematics. 615 0$aStatistics. 615 0$aStatistics. 615 14$aStatistics and Computing. 615 24$aMathematics of Computing. 615 24$aMathematics in Business, Economics and Finance. 615 24$aStatistical Theory and Methods. 615 24$aStatistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences. 676 $a519.52 700 $aMartino$b Luca$4aut$4http://id.loc.gov/vocabulary/relators/aut$0767828 702 $aLuengo$b David$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aMíguez$b Joaquín$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910300101703321 996 $aIndependent Random Sampling Methods$92018992 997 $aUNINA