Design and Analysis of Simulation Experiments

Sergey Ermakov Viatcheslav B. Melas

ISBN 10: 9048146046 / ISBN 13: 9789048146048

Verlag: Springer, 2010

Beschreibung

pp. 212.

Bestandsnummer des Verkäufers 263069400

Bibliografische Details

• Titel: Design and Analysis of Simulation Experiments
• Verlag: Springer
• Veröffentlichungsdatum: 2010
• Sprache: Englisch
• ISBN-10: 9048146046
• ISBN-13: 9789048146048
• Bindung: Softcover
• Zustand: New

Über diesen Titel

Inhaltsangabe

This book is devoted to a new branch of experimental design theory called simulation experimental design. There are many books devoted either to the theory of experimental design or to system simulation techniques, but in this book an approach to combine both fields is developed. Especially the mathematical theory of such universal variance reduction techniques as splitting and Russian Roulette is explored. The book contains a number of results on regression design theory related to nonlinear problems, the E-optimum criterion and designs which minimize bias.
Audience: This volume will be of value to readers interested in systems simulation, applied statistics and numerical methods with basic knowledge of applied statistics and linear algebra.