My rating:

add to my books

Monte Carlo Statistical Methods

by George Casella, George Casella

3.00 · rating details · 1 rating · 0 reviews

Monte Carlo statistical methods, particularly those based on Markov chains, are now an essential component of the standard set of techniques used by statisticians. This new edition has been revised towards a coherent and flowing coverage of these simulation techniques, with incorporation of the most recent developments in the field. In particular, the introductory coverage...moreMonte Carlo statistical methods, particularly those based on Markov chains, are now an essential component of the standard set of techniques used by statisticians. This new edition has been revised towards a coherent and flowing coverage of these simulation techniques, with incorporation of the most recent developments in the field. In particular, the introductory coverage of random variable generation has been totally revised, with many concepts being unified through a fundamental theorem of simulationThere are five completely new chapters that cover Monte Carlo control, reversible jump, slice sampling, sequential Monte Carlo, and perfect sampling. There is a more in-depth coverage of Gibbs sampling, which is now contained in three consecutive chapters. The development of Gibbs sampling starts with slice sampling and its connection with the fundamental theorem of simulation, and builds up to two-stage Gibbs sampling and its theoretical properties. A third chapter covers the multi-stage Gibbs sampler and its variety of applications. Lastly, chapters from the previous edition have been revised towards easier access, with the examples getting more detailed coverage.This textbook is intended for a second year graduate course, but will also be useful to someone who either wants to apply simulation techniques for the resolution of practical problems or wishes to grasp the fundamental principles behind those methods. The authors do not assume familiarity with Monte Carlo techniques (such as random variable generation), with computer programming, or with any Markov chain theory (the necessary concepts are developed in Chapter 6). A solutions manual, which covers approximately 40% of the problems, is available for instructors who require the book for a course.Christian P. Robert is Professor of Statistics in the Applied Mathematics Department at Universit Paris Dauphine, France. He is also Head of the Statistics Laboratory at the Center for Research in Economics and Statistics (CREST) of the National Institute for Statistics and Economic Studies (INSEE) in Paris, and Adjunct Professor at Ecole Polytechnique. He has written three other books, including The Bayesian Choice, Second Edition, Springer 2001. He also edited Discretization and MCMC Convergence Assessment, Springer 1998. He has served as associate editor for the Annals of Statistics and the Journal of the American Statistical Association. He is a fellow of the Institute of Mathematical Statistics, and a winner of the Young Statistician Award of the Societi de Statistique de Paris in 1995.George Casella is Distinguished Professor and Chair, Department of Statistics, University of Florida. He has served as the Theory and Methods Editor of the Journal of the American Statistical Association and Executive Editor of Statistical Science. He has authored three other textbooks: Statistical Inference, Second Edition, 2001, with Roger L. Berger; Theory of Point Estimation, 1998, with Erich Lehmann; and Variance Components, 1992, with Shayle R. Searle and Charles E. McCulloch. He is a fellow of the Institute of Mathematical Statistics and the American Statistical Association, and an elected fellow of the International Statistical Institute.(less)

Hardcover, 675 pages

Published July 28th 2004 by Springer

more details... edit details

Get a copy:

More…

There is a good chance some of your friends read this book. Sign in to see!

Friend Reviews

To see what your friends thought of this book, please sign up.

Lists with This Book

This book is currently not featured on any Listopia lists. Add this book to your favorite list »

Community Reviews

(showing 1-7 of 7)

filter | sort: default (?) | rating details

Sep 08, 2011

Antonello added it

Jul 23, 2011

Chris added it

Jun 13, 2011

Suman is currently reading it

May 24, 2011

Joseph added it

Shelves: 01-09-mathematics

Apr 26, 2009

Cenny Wenner rated it

Nov 18, 2008

Shelly marked it as research

Apr 04, 2008

Mohammad added it

01-09--mathematics

1 shelf

university-textbooks

1 shelf

research

1 shelf

Books by George Casella

Making Sense of Complexity: Summary of the Workshop on Dynamical Modeling of Complex Biomedical Systems

More…

Share This Book

Facebook Twitter Your website

Pin It

Trivia About Monte Carlo Stati...

No trivia or quizzes yet. Add some now »

title link	preview: Monte Carlo Statistical Methods
avg rating	preview: Monte Carlo Statistical Methods Goodreads rating: 3.00 (1 ratings)
small image	preview: click here [close]
med image	preview: click here [close]
BBCode	[url=http://www.goodreads.com/book/show/87921.Monte_Carlo_Statistical_Methods?utm_medium=api&utm_source=blog_book][img]http://photo.goodreads.com/books/1171117430m/87921.jpg[/img][/url] [url=http://www.goodreads.com/book/show/87921.Monte_Carlo_Statistical_Methods?utm_medium=api&utm_source=blog_book]Monte Carlo Statistical Methods by George Casella[/url]

Monte Carlo Statistical Methods

Friend Reviews

Lists with This Book

Community Reviews

new topic
Discuss This Book

combine
Other Editions (1)

Popular Shelves

Books by George Casella

Share This Book

Share This Book on Your Website

Trivia About Monte Carlo Stati...

Monte Carlo Statistical Methods

Friend Reviews

Lists with This Book

Community Reviews

new topicDiscuss This Book

combine Other Editions (1)

Popular Shelves

Books by George Casella

Share This Book

Share This Book on Your Website

Trivia About Monte Carlo Stati...

new topic
Discuss This Book

combine
Other Editions (1)