Principles of Random Variate Generation - Hardcover

Dagpunar, John

Hardcover

ISBN 10: 0198522029 ISBN 13: 9780198522027

Verlag: Clarendon Press, 1988

Inhaltsangabe

An up-to-date account of the theory and practice of generating random variates from probability distributions is presented in this accessible text. After a brief introduction to simulation, the author discusses the general principles for generating and testing uniform and non-uniform variates. These techniques are applied to univariate and multivariate distributions, Markov processes, and order statistics. Dr. Dagpunar has included Fortran 77 programs for generating the more familiar distributions and a set of graphical aids for the manual generation of variates. Competing methods are also compared and their advantages and disadvantages discussed. In addition, algorithms throughout the book enable readers to generate variates from selected distributions, making this an invaluable guide for statisticians, operational researchers, computer scientists, and postgraduates engaged in computer simulation.

Details zur Ausgabe

• Verlag: Clarendon Press
• Erscheinungsdatum: 1988
• Sprache: Englisch
• ISBN 10: 0198522029
• ISBN 13: 9780198522027
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 244
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Ufficio Anagrafiche Messaggerie; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; 20090; Italien