Simulation /

Simulation, Sixth Edition 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 will learn to apply the results of these analyses to...

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Bibliografische gegevens
Hoofdauteur: Ross, Sheldon M. (Auteur)
Formaat: Boek
Taal:English
Gepubliceerd in: London, United Kingdom : Academic Press, an imprint of Elsevier, 2023.
Editie:Sixth edition.
Onderwerpen:
Classic Catalogue: View this record in Classic Catalogue
Inhoudsopgave:
  • 1 : Introduction
  • 2 : Elements of probability
  • 3 : Random numbers
  • 4 : Generating discrete random variables
  • 5 : Generating continuous random variables
  • 6 : The multivariate normal distribution and copulas
  • 7 : The discrete event simulation approach
  • 8 : Statistical analysis of simulated data
  • 9 : Variance reduction techniques
  • 10 : Additional variance reduction techniques
  • 11 : Statistical validation techniques
  • 12 : Markov chain Monte Carlo methods