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Pressestimmen
..".quite useful as a reference for the applied statistician."
--TECHNOMETRICS
--TECHNOMETRICS
Kurzbeschreibung
The Second Edition of Simulation provides broad yet thorough coverage of the subject, presenting the development of a simulation study from beginning to end. The authors demonstrate that by using random variables and the concept of discrete events, it is possible to generate the behaviour of a stochastic model over time. Also discussed in this book are questions concerning when to stop a simulation and how much confidence can be placed in the results of such a simulation. Replete with easy to understand examples, from the prediction of home runs in baseball using an hierarchical Bayesian statistics model, to estimating the expected return at blackjack using control variables, this text functions as a complete consideration of simulation. This Second Edition features extensive new information, including the presentation of the alias method for generating discrete random variables, material not found in any other text. Students, practitioners, and researchers alike will find this text to have an important place in their research libraries.
In diesem Buch
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Einleitungssatz
Consider the following situation faced by a pharmacist who thinking of setting up a small pharmacy where he will fill prescriptions. Lesen Sie die erste Seite
Buchdeckel | Copyright | Inhaltsverzeichnis | Auszug | Stichwortverzeichnis | Rückseite
Consider the following situation faced by a pharmacist who thinking of setting up a small pharmacy where he will fill prescriptions. Lesen Sie die erste Seite
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Format:Gebundene Ausgabe
This book is really amazing, i first discovered it in our statistical library at the ULB University in Brussels. The book starts with some basic knowledge about generating randomized values in (0,1) using different methods. This is useful so one can see that the Rand() function in Excel is not the only way to generate theese values. Most other random variables from various discrete and continuous distributions can be generated by random numbers on (0,1), as is shown in the book. One gets a good idea of Monte-Carlo Simulations in chapter 6 where the behaviour of single server queues and two paralel server queues is simulated. Poisson processes and Markov Chains are also simulated. Finally, the book gives hints when to stop generating new random values in a simulation and how to reduce the variance in the results obtained. All in all, the book in fitted for a broad comunity of readers, although basic statistical knowledge is a strong advantage. I used the book to simulate 30.000 times over N years the standard deviation of a claims ratio, where the number of claims K is generated by a discrete distribution and the claims severity of the K claims in year i of simulation number x is simulated by a generated continuous distribution. The results where satisfying and stable. The algorithms presented in the book can easily be implemented in the Visula Basic module in Excel.
Format:Gebundene Ausgabe
This book is really amazing, i first discovered it in our statistical library at the ULB University in Brussels. The book starts with some basic knowledge about generating randomized values in (0,1) using different methods. This is useful so one can see that the Rand() function in Excel is not the only way to generate theese values. Most other random variables from various discrete and continuous distributions can be generated by random numbers on (0,1), as is shown in the book. One gets a good idea of Monte-Carlo Simulations in chapter 6 where the behaviour of single server queues and two paralel server queues is simulated. Poisson processes and Markov Chains are also simulated. Finally, the book gives hints when to stop generating new random values in a simulation and how to reduce the variance in the results obtained. All in all, the book in fitted for a broad comunity of readers, although basic statistical knowledge is a strong advantage. I used the book to simulate 30.000 times over N years the standard deviation of a claims ratio, where the number of claims K is generated by a discrete distribution and the claims severity of the K claims in year i of simulation number x is simulated by a generated continuous distribution. The results where satisfying and stable. The algorithms presented in the book can easily be implemented in the Visula Basic module in Excel.
Format:Gebundene Ausgabe
This is an excelent textbook explaining what simulation means and how to deepen your knowalge. You have to be a good programmer in order to use this book (and simulation generally)and the author should have added an andex for such a language and how its connection with simualtion ( C or C++) although my experience would elect MATLAB as prefernce!! This text does not requir any prior experience regarding simulatin although taking a course in statistics and probability would be advantageous!!
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