Monte Carlo Statistical Methods
Monte Carlo statistical methods, particularly those based on Markov chains, have now matured to be part of the standard set of techniques used by statisticians. This book is intended to bring these techniques into the class room, being (we hope) a self-contained logical development of the subject,...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
New York, NY
Springer New York
1999
|
| Ausgabe: | 1 |
| Schriftenreihe: | Springer Texts in Statistics |
| Schlagworte: | |
| ISBN: | 147573073X, 9781475730739, 9781475730722, 038798707X, 1475730721, 9780387987071 |
| ISSN: | 1431-875X |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Inhaltsangabe:
- Springer Texts in Statistics -- Monte Carlo Statistical Methods -- Copyright -- Preface -- Contents -- List of Tables -- List of Figures -- CHAPTER 1 Introduction -- CHAPTER 2 Random Variable Generation -- CHAPTER 3 Monte Carlo Integration -- CHAPTER 4 Markov Chains -- CHAPTER 5 Monte Carlo Optimization -- CHAPTER 6 The Metropolis-Hastings Algorithm -- CHAPTER 7 The Gibbs Sampler -- CHAPTER 8 Diagnosing Convergence -- CHAPTER 9 Implementation in Missing Data Models -- APPENDIX A Probability Distributions -- APPENDIX B Notation -- APPENDIX C References -- Author Index -- Subject Index
- 1 Introduction -- 2 Random Variable Generation -- 3 Monte Carlo Integration -- 4 Markov Chains -- 5 Monte Carlo Optimization -- 6 The Metropolis-Hastings Algorithm -- 7 The Gibbs Sampler -- 8 Diagnosing Convergence -- 9 Implementation in Missing Data Models -- A Probability Distributions -- B Notation -- B.1 Mathematical -- B.2 Probability -- B.3 Distributions -- B.4 Markov Chains -- B.5 Statistics -- B.6 Algorithms -- C References -- Author Index.