Description
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.
Key Features
- 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
About the author
By Sheldon M. Ross, Professor, Department of Industrial and Systems Engineering, University of Southern California, Los Angeles, USA
Table of Contents
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
Book details
ISBN:
9780323857390
Page Count: 336
Illustrations
: Approx. 150 illustrations
Retail Price
:
£76.95
9780128143469; 9780123814166; 9780470533314
Audience
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
Researchers/Professionals
Related Titles
Great Book