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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(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 $aStatistics and Computing,$x1431-8784
311   $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,$x1431-8784
606   $aStatistics 
606   $aComputer science?Mathematics
606   $aEconomics, Mathematical 
606   $aStatistics and Computing/Statistics Programs$3https://scigraph.springernature.com/ontologies/product-market-codes/S12008
606   $aMathematics of Computing$3https://scigraph.springernature.com/ontologies/product-market-codes/I17001
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
606   $aStatistical Theory and Methods$3https://scigraph.springernature.com/ontologies/product-market-codes/S11001
606   $aStatistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/S17020
615  0$aStatistics .
615  0$aComputer science?Mathematics.
615  0$aEconomics, Mathematical .
615 14$aStatistics and Computing/Statistics Programs.
615 24$aMathematics of Computing.
615 24$aQuantitative Finance.
615 24$aStatistical Theory and Methods.
615 24$aStatistics for 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