Vai al contenuto principale della pagina

Simulation [[electronic resource] ] : a modeler's approach / / James R. Thompson



(Visualizza in formato marc)    (Visualizza in BIBFRAME)

Autore: Thompson James R (James Robert), <1938-> Visualizza persona
Titolo: Simulation [[electronic resource] ] : a modeler's approach / / James R. Thompson Visualizza cluster
Pubblicazione: New York, : Wiley, 2000
Descrizione fisica: 1 online resource (332 p.)
Disciplina: 003.3
Soggetto topico: Experimental design
Mathematical models
Mathematical statistics
Note generali: Description based upon print version of record.
Nota di bibliografia: Includes bibliographical references and index.
Nota di contenuto: Simulation A Modeler's Approach; Contents; Preface; 1 The Generation of Random Numbers; 1.1. Introduction; 1.2. The Generation of Random Uniform Variates; 1.3. Latticing and Other Problems; Problems; References; 2 Random Quadrature; 2.1. Introduction; 2.2. Hit-or-h.iiss Monte Carlo; 2.3. Sample Mean Monte Carlo; 2.4. Control Variate Sampling; 2.5. Importance Sampling; 2.6. Stratification; 2.7. Antithetic Variates; 2.8, Least Squares Est.imators; 2.9. Evaluation of Multidimensional Integrals; 2.10. Stratification in Multidimensional Integration; 2.11. Wiener Measure and Brownian Motion
ProblemsReferences; 3 Monte Carlo Solutions of Differential Equations; 3.1. Introduction; 3.2. Gambler's Ruin; 3.3. Solution of Simple Differential Equations; 3.4. Solution of the Fokker-Planck Equation; 3.5. The Dirichlet Problem; 3.6. Solution of General Elliptic Differential Equations; 3.7. Conclusions; Problems; References; 4 Markov Chains, Poisson Processes, and Linear Equations; 4.1. Discrete Markov hfodeling; 4.1.1. The Basic Model; 4.1.2. Saving the King; 4.1.3. Screening for Cancer; 4.2. Poisson Process Modeling; 4.3. Solving Systems of Linear Equations
4.3.1. An Inefficient Procedure4.3.2. An Algorithm Based on Jacobi Iteration; Problems; References; 5 SIMEST, SIMDAT, and Pseudoreality; 5.1. Computers Si, Models No; 5.2. The Bootstrap: A Dirac-Comb Density btimator; 5.3. SIh4DAT: 4 Smooth Resampling Algorithm; 5.3.1. The SIhIDAT Algorithm; 5.3.2. An Empirical Justification of SIMDAT; 5.4. SIMEST: .4n Oncological Example; 5.4.1. An Exploratory Prelude; 5.4.2. Model and Algorithms; Problems; References; 6 Models for Stocks and Derivatives; 6.1. Introduction; 6.2. Ito's Lemma; 6.3. A Geometric Brownian Model for Stocks; 6.4. Diversification
6.5. Negatively Correlated Portfotios6.6. Bear Jumps; 6.7. Options; 6.8. Getting Real: Simulation Analysis of Option Buying; 6.9. Conclusions; Problems; References; 7 Simulation Assessment of Multivariate and Robust Procedures in Statisticai Process Control; 7.1. Introduction; 7.2. A Cont.amination Model for SPC; 7.3. A Compound Test for Higher-Dimensional SPC Data; 7.4. Rank Testing with Higher-Dimensional SPC Data; 7.5. A Robust Estimation Procedure for Location in Higher Dimensions; Problems; Referencas; 8 Noise and Chaos; 8.1. Introduction; 8.2. The Discrete Logistic Model
8.3. A Chaotic Convection Model8.4. Conclusions; Problems; References; 9 Bayesian Approaches; 9.1. Introduction; 9.2. The EM Algorithm; 9.3. The Data Augmentation Algorithm; 9.4. The Gibbs Sampler; 9.5. Conclusions; Problems; References; 10 Resampling-Based Tests; 10.1. Introduction; 10.2. Fisher's Analysis of Darwin's Data; 10.3. A Bootstrap Approximation to Fisher's Nonparametric Test; 10.4. The Classical Randomization Test; 10.5. A Resampling-Based Sign Test; 10.6. A Resampling Approach to Confidence Intervds; 10.7. Resampling for Regression Model Selection
10.8. The Bootstrap as an All-Purpose Tool
Sommario/riassunto: A unique, integrated treatment of computer modeling and simulation ""The future of science belongs to those willing to make the shift to simulation-based modeling,"" predicts Rice Professor James Thompson, a leading modeler and computational statistician widely known for his original ideas and engaging style. He discusses methods, available to anyone with a fast desktop computer, for integrating simulation into the modeling process in order to create meaningful models of real phenomena. Drawing from a wealth of experience, he gives examples from trading markets, oncology, epidemiology, statist
Titolo autorizzato: Simulation  Visualizza cluster
ISBN: 1-282-30763-0
9786612307638
0-470-31706-X
0-470-31790-6
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910830059003321
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Serie: Wiley series in probability and statistics. . -Applied probability and statistics.