Simulation by Sheldon M. Ross - PDF free download eBook

Book author:

  • Published: Sep 05, 2015
  • Reviews: 265

Brief introduction:

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...

more details below

Details of Simulation

ISBN
9780125980630
Publication date
Age range
18+ Years
Book language
GB
Pages
312
Format
PDF, CHM, FB2, RTF
Quality
Normal quality OCR
Dimensions
6.10 (w) x 9.00 (h) x 0.90 (d)
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Some brief overview of this 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.

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A few words about book author

Sheldon 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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EPUB

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PDF

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