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Introducing Monte Carlo Methods with R

Introducing Monte Carlo Methods with R

Paperback

Series: Use R!

ApplicationsGeneral ComputersProbability & Statistics

ISBN10: 1441915753
ISBN13: 9781441915757
Publisher: Springer
Published: Dec 10 2009
Pages: 284
Weight: 0.95
Height: 0.70 Width: 6.10 Depth: 9.10
Language: English

Computational techniques based on simulation have now become an essential part of the statistician's toolbox. It is thus crucial to provide statisticians with a practical understanding of those methods, and there is no better way to develop intuition and skills for simulation than to use simulation to solve statistical problems. Introducing Monte Carlo Methods with R covers the main tools used in statistical simulation from a programmer's point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison. While this book constitutes a comprehensive treatment of simulation methods, the theoretical justification of those methods has been considerably reduced, compared with Robert and Casella (2004). Similarly, the more exploratory and less stable solutions are not covered here.

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Probability & Statistics