Random Number Generation and Monte Carlo Methods

• Κύριος συγγραφέας: Gentle, James E. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2003.
• Έκδοση: Second Edition.
• Σειρά: Statistics and Computing,
• Θέματα: Statistics.; Numerical analysis.; Statistics and Computing/Statistics Programs.; Numerical Analysis.

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...