| 书目名称 | Monte Carlo Statistical Methods |
| 编辑 | Christian P. Robert,George Casella |
| 视频video | |
| 概述 | Very popular book published in 1999.New advances are covered in the second edition |
| 丛书名称 | Springer Texts in Statistics |
| 图书封面 |  |
| 描述 | Monte Carlo statistical methods, particularly those based on Markov chains, have now matured to be part of the standard set of techniques used by statisticians. This book is intended to bring these techniques into the class room, being (we hope) a self-contained logical development of the subject, with all concepts being explained in detail, and all theorems, etc. having detailed proofs. There is also an abundance of examples and problems, re lating the concepts with statistical practice and enhancing primarily the application of simulation techniques to statistical problems of various dif ficulties. This is a textbook intended for a second-year graduate course. We do not assume that the reader has any familiarity with Monte Carlo techniques (such as random variable generation) or with any Markov chain theory. We do assume that the reader has had a first course in statistical theory at the level of Statistical Inference by Casella and Berger (1990). Unfortu nately, a few times throughout the book a somewhat more advanced no tion is needed. We have kept these incidents to a minimum and have posted warnings when they occur. While this is a book on simulation, whose actual implem |
| 出版日期 | Textbook 19991st edition |
| 关键词 | MCMCM; Markov Chain Monte Carlo Methods; Monte Carlo method; mathematical statistics; random variable; st |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4757-3071-5 |
| isbn_ebook | 978-1-4757-3071-5Series ISSN 1431-875X Series E-ISSN 2197-4136 |
| issn_series | 1431-875X |
| copyright | Springer-Verlag New York 1999 |
发表于 2025-3-21 17:32:23
