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The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. As a universal numerical technique, the method became possible only with the advent of computers, and its application continues to expand with each new computer generation. A Primer for the Monte Carlo Method demonstrates how practical problems in science, industry, and trade can be solved using this method. The book features the main schemes of the Monte Carlo method and presents various examples of its application, including queueing, quality and reliability estimations, neutron transport, astrophysics, and numerical analysis. The only prerequisite to using the book is an understanding of elementary calculus. |
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 | | Computer-Aided Econometrics (Statistics: a Series of Textbooks and Monogrphs)Emphasizing the impact of computer software and computational technology on econometric theory and development, this reference presents advances in the application of computerized tools to econometric techniques and practices. The book focuses on current innovations in Monte Carlo simulation, computer-aided testing, and Bayesian methodology for... | | |
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