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The book presents a comprehensive exploration of Monte Carlo statistical methods, emphasizing those based on Markov chains, which are crucial for modern statisticians. This revised edition offers a cohesive and updated discussion of simulation techniques, integrating the latest advancements in the field. Notably, the introductory section on random variable generation has been thoroughly overhauled, unifying various concepts through a fundamental theorem of simulation, enhancing the reader's understanding of these essential methods.
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Monte Carlo Statistical Methods, George Casella, Robert-Christian Knorr
- Language
- Released
- 2004
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- (Hardcover)
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- Title
- Monte Carlo Statistical Methods
- Language
- English
- Authors
- George Casella, Robert-Christian Knorr
- Publisher
- Springer New York
- Released
- 2004
- Format
- Hardcover
- Pages
- 684
- ISBN13
- 9780387212395
- Category
- Mathematics
- Description
- The book presents a comprehensive exploration of Monte Carlo statistical methods, emphasizing those based on Markov chains, which are crucial for modern statisticians. This revised edition offers a cohesive and updated discussion of simulation techniques, integrating the latest advancements in the field. Notably, the introductory section on random variable generation has been thoroughly overhauled, unifying various concepts through a fundamental theorem of simulation, enhancing the reader's understanding of these essential methods.