Monte Carlo statistical methods

Sadržaj: 1. Introduction ; 2. Random variable generation ; 3. Monte Carlo integration ; 4. Controling Monte Carlo variance ; 5. Monte Carlo optimization ; 6. Markov chains ; 7. The Metropolis-Hastings algorithm ; 8. The Slice sampler ; 9. The two-stage Gibbs sampler ; 10. The multi-stage Gibbs sampl...

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Permalink: http://skupni.nsk.hr/Record/pmfgf.ZAG01000596348
Matična publikacija: Springer texts in statistics
Glavni autor: Robert, Christian P. (-)
Ostali autori: Casella, George (-)
Vrsta građe: Knjiga
Jezik: eng
Impresum: New York : Springer, 2004.
Izdanje: 2. ed
Nakladnička cjelina: Springer texts in statistics
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PMF - Središnja geofizička knjižnica

Signatura: STAT-ROB-m
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