S．ロス著／シミュレーション (テキスト・第６版） Simulation （6TH）

Ross, Sheldon M.

Academic Press Inc（2022/12発売）

Academic Press Inc（2022/12発売）

• 製本 Hardcover:ハードカバー版／ページ数 336 p.
• 言語 ENG
• 商品コード 9780323857390
• DDC分類 519.2

Full Description

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.

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 Copulas
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