Simulation

Simulation

3.88 (35 ratings by Goodreads)
  • Hardback
By (author) 

List price: US$84.94

Currently unavailable

We can notify you when this item is back in stock

Add to wishlist

AbeBooks may have this title (opens in new window).

Try AbeBooks

Description

Sheldon Ross' Simulation, Third Edition introduces 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 new edition provides a comprehensive, in-depth, and current guide for constructing probability models and simulations for a variety of purposes. It features new information, including the presentation of the Insurance Risk Model, generating a Random Vector, and evaluating an Exotic Option. Also new is coverage of the changing nature of statistical methods due to the advancements in computing technology.
show more

Product details

  • Hardback | 274 pages
  • 156.5 x 236.2 x 18.8mm | 544.32g
  • Academic Press Inc
  • San Diego, United States
  • Revised
  • 3rd Revised edition
  • 0125980531
  • 9780125980531

Review quote

"The book serves as an informative text and valuable reference...Whether as a text or a elementary reference, this book is indeed worth owning."- JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
show more

About Ross

Sheldon M. Ross is a professor in the Department of Industrial Engineering and Operations Research at the University of California, Berkeley. He received his Ph.D. in statistics at Stanford University in 1968 and has been at Berkeley ever since. He has published many technical articles and textbooks in the areas of statistics and applied probability. Among his texts are A First Course in Probability, Introduction to Probability Models, Stochastic Processes, and Introductory Statistics. Professor Ross is the founding and continuing editor of the journal Probability in the Engineering and Informational Sciences. He is a Fellow of the Institute of Mathematical Statistics, and a recipient of the Humboldt US Senior Scientist Award.
show more

Table of contents

Preface; Introduction; Elements of Probability; Random Numbers; Generating Discrete Random Variables; Generating Continuous Random Variables; The Discrete Event Simulation Approach; Statistical Analysis of Simulated Data; Variance Reduction Techniques; Statistical Validation Techniques; Markov Chain Monte Carlo Methods; Some Additional Topics; Exercises; References; Index
show more

Rating details

35 ratings
3.88 out of 5 stars
5 34% (12)
4 29% (10)
3 29% (10)
2 9% (3)
1 0% (0)
Book ratings by Goodreads
Goodreads is the world's largest site for readers with over 50 million reviews. We're featuring millions of their reader ratings on our book pages to help you find your new favourite book. Close X