Ebook: Monte Carlo Statistical Methods
- Tags: Statistical Theory and Methods
- Series: Springer Texts in Statistics
- Year: 1999
- Publisher: Springer New York
- Language: English
- pdf
Content:
Front Matter....Pages i-xxi
Introduction....Pages 1-34
Random Variable Generation....Pages 35-70
Monte Carlo Integration....Pages 71-138
Markov Chains....Pages 139-191
Monte Carlo Optimization....Pages 193-230
The Metropolis—Hastings Algorithm....Pages 231-283
The Gibbs Sampler....Pages 285-361
Diagnosing Convergence....Pages 363-413
Implementation in Missing Data Models....Pages 415-450
Back Matter....Pages 451-509
Content:
Front Matter....Pages i-xxi
Introduction....Pages 1-34
Random Variable Generation....Pages 35-70
Monte Carlo Integration....Pages 71-138
Markov Chains....Pages 139-191
Monte Carlo Optimization....Pages 193-230
The Metropolis—Hastings Algorithm....Pages 231-283
The Gibbs Sampler....Pages 285-361
Diagnosing Convergence....Pages 363-413
Implementation in Missing Data Models....Pages 415-450
Back Matter....Pages 451-509
....
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