书目名称 | Introduction to Probability Simulation and Gibbs Sampling with R |
编辑 | Eric A. Suess,Bruce E. Trumbo |
视频video | |
概述 | Probability simulation using R inlcuding the simulations of the Law.of Large numbers and the Central Limit Theorem.Introduces the most common methods of Monte Carlo integration using R..Gibbs sampling |
丛书名称 | Use R! |
图书封面 |  |
描述 | The first seven chapters use R for probability simulation and computation, including random number generation, numerical and Monte Carlo integration, and finding limiting distributions of Markov Chains with both discrete and continuous states. Applications include coverage probabilities of binomial confidence intervals, estimation of disease prevalence from screening tests, parallel redundancy for improved reliability of systems, and various kinds of genetic modeling. These initial chapters can be used for a non-Bayesian course in the simulation of applied probability models and Markov Chains. Chapters 8 through 10 give a brief introduction to Bayesian estimation and illustrate the use of Gibbs samplers to find posterior distributions and interval estimates, including some examples in which traditional methods do not give satisfactory results. WinBUGS software is introduced with a detailed explanation of its interface and examples of its use for Gibbs sampling for Bayesian estimation..No previous experience using R is required. An appendix introduces R, and complete R code is included for almost all computational examples and problems (along with comments and explanations). Notewor |
出版日期 | Textbook 2010 |
关键词 | Bayesian estimation; Factor; Gibbs sampling; Simulation of Markov chains; WinBUGS; biostatistics; integrat |
版次 | 1 |
doi | https://doi.org/10.1007/978-0-387-68765-0 |
isbn_softcover | 978-0-387-40273-4 |
isbn_ebook | 978-0-387-68765-0Series ISSN 2197-5736 Series E-ISSN 2197-5744 |
issn_series | 2197-5736 |
copyright | Springer Science+Business Media, LLC 2010 |