| Edition |
Sixth edition. |
| Description |
1 online resource |
|
text rdacontent |
|
computer rdamedia |
|
online resource rdacarrier |
| Summary |
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 problems in a wide variety of fields to obtain effective, accurate solutions and make predictions. By explaining 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, this book presents the statistics needed to analyze simulated data and validate simulation models. |
| Bibliography |
Includes bibliographical references and index. |
| Contents |
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 |
| Subject |
Random variables.
|
|
Probabilities.
|
|
Computer simulation.
|
|
Variables aléatoires.
|
|
Probabilités.
|
|
Simulation par ordinateur.
|
|
probability.
|
|
simulation.
|
|
Computer simulation
|
|
Probabilities
|
|
Random variables
|
| Other Form: |
Original 9780323857390 0323857396 (DLC) 2023385132 (OCoLC)1346308797 |
| ISBN |
9780323899611 EPUB |
|
0323899617 EPUB |
|
9780323857390 (electronic bk.) |
|
0323857396 (electronic bk.) |
| Standard No. |
UKMGB 020687878 |
|
AU@ 000073164482 |
|
AU@ 000073899037 |
|
