An Introduction to Statistical Computing A SimulationBased Approach 

Author:
 Voss, Jochen 
Series title:  Wiley Series in Computational Statistics Ser. 
ISBN:  9781118728024 
Publication Date:  Aug 2013 
Publisher:  John Wiley & Sons, Incorporated

Book Format:  Ebook 
List Price:  Contact Supplier contact

Book Description:

A comprehensive introduction to samplingbased methods in statistical computing The use of computers in mathematics and statistics has opened up a wide range of techniques for studying otherwise intractable problems. Samplingbased simulation techniques are now an invaluable tool for exploring statistical models. This book gives a comprehensive introduction to the exciting area of samplingbased methods.
An Introduction to Statistical Computing introduces the...
More Description
A comprehensive introduction to samplingbased methods in statistical computing The use of computers in mathematics and statistics has opened up a wide range of techniques for studying otherwise intractable problems. Samplingbased simulation techniques are now an invaluable tool for exploring statistical models. This book gives a comprehensive introduction to the exciting area of samplingbased methods.
An Introduction to Statistical Computing introduces the classical topics of random number generation and Monte Carlo methods. It also includes some advanced methods such as the reversible jump Markov chain Monte Carlo algorithm and modern methods such as approximate Bayesian computation and multilevel Monte Carlo techniques
An Introduction to Statistical Computing:
 Fully covers the traditional topics of statistical computing.
 Discusses both practical aspects and the theoretical background.
 Includes a chapter about continuoustime models.
 Illustrates all methods using examples and exercises.
 Provides answers to the exercises (using the statistical computing environment R); the corresponding source code is available online.
 Includes an introduction to programming in R.
This book is mostly selfcontained; the only prerequisites are basic knowledge of probability up to the law of large numbers. Careful presentation and examples make this book accessible to a wide range of students and suitable for selfstudy or as the basis of a taught course