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Details of Simulation

Simulation
Exact title of book
Simulation
Book author
Sheldon M. Ross
ISBN
9780125980630
Published
Aug 15, 2006
Language
English
Format
PDF, FB2, EPUB, MOBI
Pages
312
File size (in PDF)
2808 kB

Some brief overview of book

Rosss 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. New to this Edition -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 Audience Researchers and practitioners in Computer Science, Industrial Engineering, Operations Research, Statistics, Mathematics, Electrical Engineering, Quantitative Business Analysis.

About book author

M. Ross is a professor in the Department of Industrial Engineering and Operations Research at the University of Southern California. He received his Ph.

D. in statistics at Stanford University in 1968. He has published many technical articles and textbooks in the areas of statistics and applied probability. Among his texts are A First Course in Probability, Introduction to Probability Models, Stochastic Processes, and Introductory Statistics.

Professor Ross is the founding and continuihese 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. New to this Edition -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 Audience Researchers and practitioners in Computer Science, Industrial Engineering, Operations Research, Statistics, Mathematics, Electrical Engineering, Quantitative Business Analysis.

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PDFsimulation.pdf
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FB2simulation.fb2
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EPUBsimulation.epub
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MOBIsimulation.mobi
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