Random Number Generation and Monte Carlo Methods
Monte Carlo simulation has become one of the most important tools in all fields of science. Simulation methodology relies on a good source of numbers that appear to be random. These "pseudorandom" numbers must pass statistical tests just as random samples would. Methods for producing pseud...
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| Format: | Electronic eBook |
| Language: | English |
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New York, NY :
Springer New York,
2003.
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| Edition: | Second Edition. |
| Series: | Statistics and Computing,
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| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
Table of Contents:
- Simulating Random Numbers from a Uniform Distribution
- Quality of Random Number Generators
- Quasirandom Numbers
- Transformations of Uniform Deviates: General Methods
- Simulating Random Numbers from Specific Distributions
- Generation of Random Samples, Permutations, and Stochastic Processes
- Monte Carlo Methods
- Software for Random Number Generation
- Monte Carlo Studies in Statistics.
