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基本説明
Examines the most common methods of Monte Carlo integration using R. Introduces Gibbs sampling using R and WinBUGS to obtain interval estimates Uses graphical diagnostic methods to illustrate speed of convergence.
Full Description
Simulation has become a basic tool for the practice of applied probability and statistics. The Gibbs Sampler is an especially important, but not widely understood simulation method. With a basic introduction to Monte Carlo simulation that provides enough background in other topics, students can understand the rationale for and use of the Gibbs Sampler as a practical simulation tool.



