Simulation Sheldon M. Ross

Simulation Sheldon M. Ross – Ebook Instant Download/Delivery ISBN(s): 9780323857390,0323857396

Product details:
• ISBN 10:0323857396
• ISBN 13:9780323857390
• Author:Sheldon M. Ross

Simulation, Sixth Edition 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 will learn to apply the results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions. 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, this book presents the statistics needed to analyze simulated data and validate simulation models.
Table contents:

1: Introduction

2: Elements of probability

3: Random numbers

4: Generating discrete random variables

5: Generating continuous random variables

6: The multivariate normal distribution and copula

7: The discrete event simulation approach

8: Statistical analysis of simulated data

9: Variance reduction techniques

10: Additional variance reduction techniques

11: Statistical validation techniques

12: Markov chain Monte Carlo methods

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