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Fourth Edition
By
Sheldon Ross, University of Southern California, Los Angeles, USA
Included in series
Statistical Modeling and Decision Science,
Description
Ross's Simulation, Fourth 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 text explains 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. It presents the statistics needed to analyze simulated data as well as that needed for
validating the simulation model.
Audience
Senior/graduate level students taking a course in Simulation, found in many different departments, including: Computer Science, Industrial
Engineering, Operations Research, Statistics, Mathematics, Electrical Engineering, and Quantitative Business Analysis.
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
| Bibliographic details |
Hardbound, 312 pages, publication date: AUG-2006
ISBN-13: 978-0-12-598063-0
ISBN-10: 0-12-598063-9
Imprint: ACADEMIC PRESS
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| Price and Ordering |
Price:
USD 99.95
EUR 49.67
GBP 44.80
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Last update: 22 Sep 2009
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