Ross, Sheldon M.

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

510 / R84