Simulation

Author/creator Ross, Sheldon M. Author
Format Electronic
Edition4th ed.,Revised
Publication InfoAcademic Press [Imprint] San Diego : Elsevier Science & Technology Books
Description312 p. ill 09.000 x 06.000 in.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

SeriesStatistical Modeling and Decision Science Ser.
Summary Annotation Ross's <b>Simulation, Fourth Edition</b> introduces 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 learn to apply results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions about future outcomes.<br />This text explains how a computer can be used to generate random numbers, and how to use these random numbers to generate the behavior of a stochastic model over time. It presents the statistics needed to analyze simulated data as well as that needed for validating the simulation model.<br /><br />New to this Edition:<br />-More focus on variance reduction, including control variables and their use in estimating the expected return at blackjack and their relation to regression analysis<br />-A chapter on Markov chain monte carlo methods with many examples<br />-Unique material on the alias method for generating discrete random variables
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2006048161
ISBN9780125980630
ISBN0125980639 (Trade Cloth) Active Record
Standard identifier# 9780125980630
Stock number00991439