Simulation
Sheldon M. Ross
- Quinta edición.
- London Elsevier , 2013
- xii, 310 páginas.
Elements of probability – Random Numbers – Generating discrete random variables --- Generating continuous random variables – The multivariate normal distribution and copulas – The discrete event simulation approach – Statistical analysis of simulated data – Variance reduction technique – Additional variance reduction techniques – Statistical validation techniques – Markov chain Monte Carlo methods.
9780124158252
Simulación por computadoras Probabilidades Variables aleatorias