Simulation, 5/e (Hardcover)

Sheldon M. Ross

  • 出版商: Academic Press
  • 出版日期: 2012-10-22
  • 定價: $1,250
  • 售價: 9.5$1,188
  • 語言: 英文
  • 頁數: 328
  • 裝訂: Hardcover
  • ISBN: 0124158250
  • ISBN-13: 9780124158252
  • 立即出貨 (庫存=1)

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商品描述

The 5th edition of Ross's Simulation continues to introduce aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers learn to apply results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions about future outcomes. This latest edition features all-new material on variance reduction, including control variables and their use in estimating the expected return at blackjack and their relation to regression analysis. Additionally, the 5th edition expands on Markov chain monte carlo methods, and offers unique information on the alias method for generating discrete random variables.

By explaining how a computer can be used to generate random numbers and how to use these random numbers to generate the behavior of a stochastic model over time, Ross's Simulation, 5th edition presents the statistics needed to analyze simulated data as well as that needed for validating the simulation model.

 


New to this Edition:

 

 

  • Additional material on variance reduction, including control variables and their use in estimating the expected return at blackjack and their relation to regression analysis
  • Additional material and examples on Markov chain monte carlo methods
  • Unique material on the alias method for generating discrete random variables
  • Additional material on generating multivariate normal vectors
  • "R" software code package on the website the correlates to the specific material in the book
  • Instructors solutions manual
  • Student solutions manual

商品描述(中文翻譯)

第五版的《羅斯的模擬》繼續向有志於成為或已經是精算師、工程師、計算機科學家和其他人介紹構建計算機模擬研究以分析和解釋真實現象的實際方面。讀者將學習如何將這些分析結果應用於各個領域的問題,以獲得有效、準確的解決方案並對未來結果進行預測。這本最新版的書籍新增了關於方差減少的全新內容,包括控制變量及其在估計二十一點的預期回報和與回歸分析的關係中的應用。此外,第五版還擴展了馬爾可夫鏈蒙特卡羅方法的內容,並提供了有關生成離散隨機變量的別名方法的獨特信息。

通過解釋如何使用計算機生成隨機數以及如何使用這些隨機數來生成隨機模型的行為,第五版的《羅斯的模擬》提供了分析模擬數據所需的統計學知識,以及驗證模擬模型所需的知識。

本版新增內容如下:
- 關於方差減少的額外材料,包括控制變量及其在估計二十一點的預期回報和與回歸分析的關係中的應用
- 關於馬爾可夫鏈蒙特卡羅方法的額外材料和示例
- 關於生成離散隨機變量的別名方法的獨特材料
- 關於生成多變量正態向量的額外材料
- 與書中具體內容相關的“R”軟件代碼包
- 教師解答手冊
- 學生解答手冊