Simulation
eBook - PDF

Simulation

  1. 312 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Simulation

About this book

Ross's Simulation, Fourth Edition 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. 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.- More focus on variance reduction, including control variables and their use in estimating the expected return at blackjack and their relation to regression analysis- A chapter on Markov chain monte carlo methods with many examples- Unique material on the alias method for generating discrete random variables

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Yes, you can access Simulation by Sheldon M. Ross in PDF and/or ePUB format, as well as other popular books in Mathematics & Mathematics General. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Academic Press
Year
2006
Print ISBN
9780125980630
eBook ISBN
9780080517223
Edition
4
Topic
Mathematics
Subtopic
Mathematics General
Index
Mathematics

Table of contents

  1. Front Cover
  2. Title Page
  3. Copyright page
  4. Table of Contents
  5. Preface
  6. 1. Introduction
  7. 2. Elements of Probability
  8. 3. Random Numbers
  9. 4. Generating Discrete Random Variables
  10. 5. Generating Continuous Random Variables
  11. 6. The Discrete Event Simulation Approach
  12. 7. Statistical Analysis of Simulated Data
  13. 8. Variance Reduction Techniques
  14. 9. Statistical Validation Techniques
  15. 10. Markov Chain Monte Carlo Methods
  16. 11. Some Additional Topics
  17. Index