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Elsevier

Simulation

  • 6 Edición - 14 de junio de 2022
  • Última edición
  • Autor: Sheldon M. Ross
  • Idioma: Inglés

Simulation, Sixth Edition continues to introduce aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing comput… Leer más

Descripción

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.

Puntos claves

  • Includes updated content throughout
  • Offers a wealth of practice exercises as well as applied use of free software package R
  • Features the author’s well-known, award-winning and accessible approach to complex information

De interès para

Students at the advanced undergraduate / early graduate level 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.
Researchers/Professionals

Índice

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

Reseñas

"This textbook contains and describes all the tools one needs to plan and to carry out a simulation study as well as to analyze its results."—J.Wolters, zbMATH Open

"It presents the statistics needed to analyze simulated data and to validate the simulation model. In this edition, several new topics are included as well as a number of new exercises."—Vigirdas Mackevičius, zbMATH Open

Detalles del producto

  • Edición: 6
  • Última edición
  • Publicado: 14 de junio de 2022
  • Idioma: Inglés

Sobre el autor

SR

Sheldon M. Ross

Dr. Sheldon M. Ross is a professor in the Department of Industrial and Systems Engineering at the University of Southern California. He received his PhD in statistics at Stanford University in 1968. He has published many technical articles and textbooks in the areas of statistics and applied probability. Among his texts are A First Course in Probability, Introduction to Probability Models, Stochastic Processes, and Introductory Statistics. Professor Ross is the founding and continuing editor of the journal Probability in the Engineering and Informational Sciences. He is a Fellow of the Institute of Mathematical Statistics, a Fellow of INFORMS, and a recipient of the Humboldt US Senior Scientist Award.
Afiliaciones y experiencia
Professor, Department of Industrial and Systems Engineering, University of Southern California, Los Angeles, USA

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