Monte Carlo Statistical Methods
Monte Carlo statistical methods, particularly those based on Markov chains, are now an essential component of the standard set of techniques used by statisticians. This new edition has been revised towards a coherent and flowing coverage of these simulati
- PDF / 59,739,196 Bytes
- 667 Pages / 439.37 x 666.142 pts Page_size
- 70 Downloads / 323 Views
Springer Texts in Statistics Alfred: Elements of Statistics for the Life and Social Sciences Berger: An Introduction to Probability and Stochastic Processes Bilodeau and Brenner: Theory of Multivariate Statistics Blom: Probability and Statistics: Theory and Applications Brockwell and Davis: Introduction to Times Series and Forecasting, Second Edition Carmona: Statistical Analysis of Financial Data inS-Plus Chow and Teicher: Probability Theory: Independence, Interchangeability, Martingales, Third Edition Christensen: Advanced Linear Modeling: Multivariate, Time Series, and Spatial Data; Nonparametric Regression and Response Surface Maximization, Second Edition Christensen: Log-Linear Models and Logistic Regression, Second Edition Christensen: Plane Answers to Complex Questions: The Theory of Linear Models, Third Edition Creighton: A First Course in Probability Models and Statistical Inference Davis: Statistical Methods for the Analysis of Repeated Measurements Dean and Voss: Design and Analysis of Experiments du To it, Steyn, and Stumpf Graphical Exploratory Data Analysis Durrett: Essentials of Stochastic Processes Edwards: Introduction to Graphical Modelling, Second Edition Finkelstein and Levin: Statistics for Lawyers Flury: A First Course in Multivariate Statistics Heiberger and Holland: Statistical Analysis and Data Display: An Intermediate Course with Examples inS-PLUS, R, and SAS Jobson: Applied Multivariate Data Analysis, Volume I: Regression and Experimental Design Jobson: Applied Multivariate Data Analysis, Volume II: Categorical and Multivariate Methods Kalbfleisch: Probability and Statistical Inference, Volume I: Probability, Second Edition Kalbfleisch: Probability and Statistical Inference, Volume II: Statistical Inference, Second Edition Karr: Probability Keyfitz: Applied Mathematical Demography, Second Edition Kiefer: Introduction to Statistical Inference Kokoska and Nevison: Statistical Tables and Formulae Kulkarni: Modeling, Analysis, Design, and Control of Stochastic Systems Lange: Applied Probability Lange: Optimization Lehmann: Elements of Large-Sample Theory (continued after index)
Christian P. Robert George Casella
Monte Carlo Statistical Methods Second Edition
With 132 Illustrations
~ Springer
Christian P. Robert CEREMADE Universite Paris Dauphine 75775 Paris Cedex 16 France [email protected]
George Casella Department of Statistics University of Florida Gainesville, FL 32611-8545 USA [email protected]
Editorial Board George Casella Department of Statistics University of Florida Gainesville, FL 32611 USA
Stephen Fienberg Department of Statistics Carnegie Mellon University Pittsburgh, PA 15213 USA
Ingrarn Olkin Department of Statistics Stanford University Stanford, CA 94305 USA
Library of Congress Cataloging-in-Publication Data Robert, Christian P., 1961Monte Carlo statistical methods / Christian P. Robert, George Casella.-2nd ed. p. cm. - (Springer texts in statistics) Includes bibliographical references and index. ISBN 978-1-4419-1939-7 ISBN 978-1-4757-4145-2 (eBook) DOI
