Advances in stochastic simulation methods

N. Balakrishnan, V.B. Melas, S. Ermakov - Collection Statistics for industry and technology

386 pages, parution le 19/04/2004

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Résumé

This book presents twenty-two carefully edited chapters providing an up-to-date survey of new results and trends in the important areas of statistical modeling, experimental design, and related issues of mathematical statistics and computational mathematics. The book shows the connections between different trends of fundamental research and presents new algorithms and models on this basis.

The chapters are thematically organized into four parts: Simulation Models, Experimental Designs, Statistical Inference, and Applied Statistics and Related Topics.

Features and topics:

Results in the connection of random processes with nonlinear PDEs and effective algorithms for modeling these processes
Methods for upgrading the effectiveness of queueing simulation and in evaluating the severity of some classes of stochastic algorithms
Results in the field of planning of an experiment especially in regression problems with error in variables
Analytical Theory of E-Optimal Designs for polynomial regression
D-Optimal Designs for quadratic regression models
Use of symmetry in optimal design of experiments
Development of inferential methods based on complete and censored samples
Efficient and simple approximation methods using higher-order moments of pivotal quantities

Advances in Stochastic Simulation Methods is an essential resource for researchers, practitioners, and professionals in applied and theoretical statistics, and especially for those involved in optimal experimental design theory, computer modeling, statistical inferential methods, and mathematical statistics.

L'auteur - N. Balakrishnan

Editor; professor in the department of mathematics and statistics at Mc Master university, Hamilton, Ontario, Canada.

Sommaire

Simulation models
Experimental designs
Statistical inference
Applied statistics and related topics

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Birkhäuser
Auteur(s)	N. Balakrishnan, V.B. Melas, S. Ermakov
Collection	Statistics for industry and technology
Parution	19/04/2004
Nb. de pages	386
Format	18 x 26
Couverture	Relié
Poids	878g
Intérieur	Noir et Blanc
EAN13	9780817641078
ISBN13	978-0-8176-4107-8