Introducing Monte Carlo Methods with R

DOI10.1007/978-1-4419-1576-4zbMath1196.65025MaRDI QIDQ5850829

George Casella, Christian P. Robert Robert

Publication date: 15 January 2010

Full work available at URL: http://cds.cern.ch/record/1401938

zbMATH Keywords

Mathematics Subject Classification ID

62-04: Software, source code, etc. for problems pertaining to statistics

62D05: Sampling theory, sample surveys

65K05: Numerical mathematical programming methods

65C20: Probabilistic models, generic numerical methods in probability and statistics

65C05: Monte Carlo methods

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

90C15: Stochastic programming

90C27: Combinatorial optimization

60J65: Brownian motion

65C40: Numerical analysis or methods applied to Markov chains

65-02: Research exposition (monographs, survey articles) pertaining to numerical analysis

65C10: Random number generation in numerical analysis

62J10: Analysis of variance and covariance (ANOVA)

65Y15: Packaged methods for numerical algorithms

65C35: Stochastic particle methods

11K45: Pseudo-random numbers; Monte Carlo methods

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