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Computer Generation Of Statistical Distributions
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Book Synopsis Statistical Distributions in Scientific Work by : Charles Taillie
Download or read book Statistical Distributions in Scientific Work written by Charles Taillie and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of the NATO Advanced Study Institute, Trieste, Italy, July 10-August 1, 1980
Book Synopsis Handbook of Statistical Distributions with Applications by : K. Krishnamoorthy
Download or read book Handbook of Statistical Distributions with Applications written by K. Krishnamoorthy and published by CRC Press. This book was released on 2016-01-05 with total page 423 pages. Available in PDF, EPUB and Kindle. Book excerpt: Easy-to-Use Reference and Software for Statistical Modeling and TestingHandbook of Statistical Distributions with Applications, Second Edition provides quick access to common and specialized probability distributions for modeling practical problems and performing statistical calculations. Along with many new examples and results, this edition inclu
Book Synopsis Probability Distributions Used in Reliability Engineering by : Andrew N O'Connor
Download or read book Probability Distributions Used in Reliability Engineering written by Andrew N O'Connor and published by RIAC. This book was released on 2011 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides details on 22 probability distributions. Each distribution section provides a graphical visualization and formulas for distribution parameters, along with distribution formulas. Common statistics such as moments and percentile formulas are followed by likelihood functions and in many cases the derivation of maximum likelihood estimates. Bayesian non-informative and conjugate priors are provided followed by a discussion on the distribution characteristics and applications in reliability engineering.
Book Synopsis Statistics of Directional Data by : K. V. Mardia
Download or read book Statistics of Directional Data written by K. V. Mardia and published by Academic Press. This book was released on 2014-07-03 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Statistics of Directional Data aims to provide a systematic account of statistical theory and methodology for observations which are directions. The publication first elaborates on angular data and frequency distributions, descriptive measures, and basic concepts and theoretical models. Discussions focus on moments and measures of location and dispersion, distribution function, corrections for grouping, calculation of the mean direction and the circular variance, interrelations between different units of angular measurement, and diagrammatical representation. The book then examines fundamental theorems and distribution theory, point estimation, and tests for samples from von Mises populations. The text takes a look at non-parametric tests, distributions on spheres, and inference problems on the sphere. Topics include tests for axial data, point estimation, distribution theory, moments and limiting distributions, and tests of goodness of fit and tests of uniformity. The publication is a dependable reference for researchers interested in probability and mathematical statistics.
Book Synopsis A Modern Course on Statistical Distributions in Scientific Work by : Ganapati P. Patil
Download or read book A Modern Course on Statistical Distributions in Scientific Work written by Ganapati P. Patil and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: These three volumes constitute the edited Proceedings of the NATO Advanced Study Institute on Statistical Distributions in Scientific Work held at the University of Calgary from July 29 to August 10, 1974. The general title of the volumes is "Statistical Distributions in Scientific Work". The individual volumes are: Volume 1 - Models and Structures; Volume 2 - Model Building and Model Selection; and Volume 3 - Characterizations and Applications. These correspond to the three advanced seminars of the Institute devoted to the respective subject areas. The planned activities of the Institute consisted of main lectures and expositions, seminar lectures and study group dis cussions, tutorials and individual study. The activities included meetings of editorial committees to discuss editorial matters for these proceedings which consist of contributions that have gone through the usual refereeing process. A special session was organized to consider the potential of introducing a course on statistical distributions in scientific modeling in the curriculum of statistics and quantitative studies. This session is reported in Volume 2. The overall perspective for the Institute is provided by the Institute Director, Professor G. P. Patil, in his inaugural address which appears in Volume 1. The Linnik Memorial Inaugural Lecture given by Professor C. R. Rao for the Characterizations Seminar is included in Volume 3.
Book Synopsis Computer Generation of Statistical Distributions by : Richard Saucier
Download or read book Computer Generation of Statistical Distributions written by Richard Saucier and published by . This book was released on 2000-03 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt: This report presents a collection of computer-generated statistical distributions which are useful for performing Monte Carlo simulations. The distributions are encapsulated into a C++ class, called "Random", so that they can be used with any C++ program. The class currently contains 27 continuous distributions, 9 discrete distributions, data-driven distributions, bivariate distributions, and number-theoretic distributions. The class is designed to be flexible and extensible, and this is supported in two ways: (1) a function pointer is provided so that the user-programmer can specify an arbitrary probability density function, and (2) new distributions can be easily added by coding them directly into the class. The format of the report is designed to provide the practitioner of Monte Carlo simulations with a handy reference for generating statistical distributions. However, to be self-contained, various techniques for generating distributions are also discussed, as well as procedures for estimating distribution parameters from data. Since most of these distributions rely upon a good underlying uniform distribution of random numbers, several candidate generators are presented along with selection criteria and test results. Indeed, it is noted that one of the more popular generators is probably overused and under what conditions it should be avoided.
Book Synopsis Statistical Distribution in Scientific Work by : Charles Taillie
Download or read book Statistical Distribution in Scientific Work written by Charles Taillie and published by Springer Science & Business Media. This book was released on 1981-09-30 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of the NATO Advanced Study Institute, Trieste, Italy, July 10-August 1, 1980
Book Synopsis A Guide to Simulation by : P. Bratley
Download or read book A Guide to Simulation written by P. Bratley and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: Simulation means driving a model of a system with suitable inputs and observing the corresponding outputs. It is widely applied in engineering, in business, and in the physical and social sciences. Simulation method ology araws on computer. science, statistics, and operations research and is now sufficiently developed and coherent to be called a discipline in its own right. A course in simulation is an essential part of any operations re search or computer science program. A large fraction of applied work in these fields involves simulation; the techniques of simulation, as tools, are as fundamental as those of linear programming or compiler construction, for example. Simulation sometimes appears deceptively easy, but perusal of this book will reveal unexpected depths. Many simulation studies are statistically defective and many simulation programs are inefficient. We hope that our book will help to remedy this situation. It is intended to teach how to simulate effectively. A simulation project has three crucial components, each of which must always be tackled: (1) data gathering, model building, and validation; (2) statistical design and estimation; (3) programming and implementation. Generation of random numbers (Chapters 5 and 6) pervades simulation, but unlike the three components above, random number generators need not be constructed from scratch for each project. Usually random number packages are available. That is one reason why the chapters on random numbers, which contain mainly reference material, follow the ch!lPters deal ing with experimental design and output analysis.
Book Synopsis Fundamentals of Performance Evaluation of Computer and Telecommunication Systems by : Mohammed S. Obaidat
Download or read book Fundamentals of Performance Evaluation of Computer and Telecommunication Systems written by Mohammed S. Obaidat and published by John Wiley & Sons. This book was released on 2010-01-26 with total page 477 pages. Available in PDF, EPUB and Kindle. Book excerpt: The only singular, all-encompassing textbook on state-of-the-art technical performance evaluation Fundamentals of Performance Evaluation of Computer and Telecommunication Systems uniquely presents all techniques of performance evaluation of computers systems, communication networks, and telecommunications in a balanced manner. Written by the renowned Professor Mohammad S. Obaidat and his coauthor Professor Noureddine Boudriga, it is also the only resource to treat computer and telecommunication systems as inseparable issues. The authors explain the basic concepts of performance evaluation, applications, performance evaluation metrics, workload types, benchmarking, and characterization of workload. This is followed by a review of the basics of probability theory, and then, the main techniques for performance evaluation namely measurement, simulation, and analytic modeling with case studies and examples. Contains the practical and applicable knowledge necessary for a successful performance evaluation in a balanced approach Reviews measurement tools, benchmark programs, design of experiments, traffic models, basics of queueing theory, and operational and mean value analysis Covers the techniques for validation and verification of simulation as well as random number generation, random variate generation, and testing with examples Features numerous examples and case studies, as well as exercises and problems for use as homework or programming assignments Fundamentals of Performance Evaluation of Computer and Telecommunication Systems is an ideal textbook for graduate students in computer science, electrical engineering, computer engineering, and information sciences, technology, and systems. It is also an excellent reference for practicing engineers and scientists.
Book Synopsis Robustness of Statistical Methods and Nonparametric Statistics by : Dieter Rasch
Download or read book Robustness of Statistical Methods and Nonparametric Statistics written by Dieter Rasch and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains most of the invited and contributed papers presented at the Conference on Robustness of Statistical Methods and Nonparametric Statistics held in the castle oj'Schwerin, Mai 29 - June 4 1983. This conference was organized by the Mathematical Society of the GDR in cooperation with the Society of Physical and Mathematical Biology of the GDR, the GDR-Region of the International Biometric Society and the Academy of Agricultural Sciences of the GDR. All papers included were thoroughly reviewed by scientist listed under the heading "Editorial Collabora tories·'. Some contributions, we are sorry to report, were not recommended for publi cation by the rf'vif'wers and do not appear in these proceedings. The editors thank the reviewers for their valuable comments and suggestions. The conference was organizf'd bv a Programme Committee, its chairman was Prof. Dr. Dieter Rasch (Research Centre of Animal Production, Dummerstorf-Rostock). The members of the Programme Committee were Prof. Dr., Johannes Adam (Martin-Luther-University Halle) Prof. Dr. Heinz Ahrens (Academy of Sciences of the GDR, Berlin) Doz. Dr. Jana Jureckova (Charles University Praha) Prof. Dr. Moti Lal Tiku (McMaster University, Hamilton, Ontario) The aim of the conference was to discuss several aspects of robustness but mainly to present new results regarding the robustness of classical statistical methods especially tests, confidence estimations, and selection procedures, and to compare their perfor mance with nonparametric procedures. Robustness in this sens~ is understood as intensivity against. violation of the normal assumption.
Book Synopsis Automatic Nonuniform Random Variate Generation by : Wolfgang Hörmann
Download or read book Automatic Nonuniform Random Variate Generation written by Wolfgang Hörmann and published by Springer Science & Business Media. This book was released on 2004-01-12 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: Non-uniform random variate generation is an established research area in the intersection of mathematics, statistics and computer science. Although random variate generation with popular standard distributions have become part of every course on discrete event simulation and on Monte Carlo methods, the recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in literature. This new concept has great practical advantages that are little known to most simulation practitioners. Being unique in its overall organization the book covers not only the mathematical and statistical theory, but also deals with the implementation of such methods. All algorithms introduced in the book are designed for practical use in simulation and have been coded and made available by the authors. Examples of possible applications of the presented algorithms (including option pricing, VaR and Bayesian statistics) are presented at the end of the book.
Book Synopsis Handbooks in Operations Research and Management Science: Simulation by : Shane G. Henderson
Download or read book Handbooks in Operations Research and Management Science: Simulation written by Shane G. Henderson and published by Elsevier. This book was released on 2006-09-02 with total page 693 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Handbook is a collection of chapters on key issues in the design and analysis of computer simulation experiments on models of stochastic systems. The chapters are tightly focused and written by experts in each area. For the purpose of this volume "simulation refers to the analysis of stochastic processes through the generation of sample paths (realization) of the processes. Attention focuses on design and analysis issues and the goal of this volume is to survey the concepts, principles, tools and techniques that underlie the theory and practice of stochastic simulation design and analysis. Emphasis is placed on the ideas and methods that are likely to remain an intrinsic part of the foundation of the field for the foreseeable future. The chapters provide up-to-date references for both the simulation researcher and the advanced simulation user, but they do not constitute an introductory level 'how to' guide. Computer scientists, financial analysts, industrial engineers, management scientists, operations researchers and many other professionals use stochastic simulation to design, understand and improve communications, financial, manufacturing, logistics, and service systems. A theme that runs throughout these diverse applications is the need to evaluate system performance in the face of uncertainty, including uncertainty in user load, interest rates, demand for product, availability of goods, cost of transportation and equipment failures.* Tightly focused chapters written by experts* Surveys concepts, principles, tools, and techniques that underlie the theory and practice of stochastic simulation design and analysis* Provides an up-to-date reference for both simulation researchers and advanced simulation users
Book Synopsis Non-Uniform Random Variate Generation by : Luc Devroye
Download or read book Non-Uniform Random Variate Generation written by Luc Devroye and published by Springer Science & Business Media. This book was released on 2013-11-22 with total page 859 pages. Available in PDF, EPUB and Kindle. Book excerpt: Thls text ls about one small fteld on the crossroads of statlstlcs, operatlons research and computer sclence. Statistleians need random number generators to test and compare estlmators before uslng them ln real l fe. In operatlons research, random numbers are a key component ln arge scale slmulatlons. Computer sclen tlsts need randomness ln program testlng, game playlng and comparlsons of algo rlthms. The appl catlons are wlde and varled. Yet all depend upon the same com puter generated random numbers. Usually, the randomness demanded by an appl catlon has some bullt-ln structure: typlcally, one needs more than just a sequence of Independent random blts or Independent uniform 0,1] random vari ables. Some users need random variables wlth unusual densltles, or random com blnatorlal objects wlth speclftc propertles, or random geometrlc objects, or ran dom processes wlth weil deftned dependence structures. Thls ls preclsely the sub ject area of the book, the study of non-uniform random varlates. The plot evolves around the expected complexlty of random varlate genera tlon algorlthms. We set up an ldeal zed computatlonal model (wlthout overdolng lt), we lntroduce the notlon of unlformly bounded expected complexlty, and we study upper and lower bounds for computatlonal complexlty. In short, a touch of computer sclence ls added to the fteld. To keep everythlng abstract, no tlmlngs or computer programs are lncluded. Thls was a Iabor of Iove. George Marsagl a created CS690, a course on ran dom number generat on at the School of Computer Sclence of McG ll Unlverslty."
Book Synopsis Kendall's Advanced Theory of Statistics, Distribution Theory by : Alan Stuart
Download or read book Kendall's Advanced Theory of Statistics, Distribution Theory written by Alan Stuart and published by John Wiley & Sons. This book was released on 2010-02-22 with total page 709 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kendall's Advanced Theory of Statistics and Kendall's Library of Statistics The development of modern statistical theory is reflected in the history of the late Sir Maurice Kenfall's volumes, The Advanced Theory of Statistics. This landmark publication began life as a two-volume work and grew steadily as a single-authored work until the 1950s. In this edition, there is new material on skewness and kurtosis, hazard rate distribution, the bootstrap, the evaluation of the multivariate normal integral and ratios of quadratic forms. It also includes over 200 new references, 40 new exercises, and 20 further examples in the main text.
Book Synopsis Statistical Analysis of Financial Data by : James Gentle
Download or read book Statistical Analysis of Financial Data written by James Gentle and published by CRC Press. This book was released on 2020-03-12 with total page 541 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Analysis of Financial Data covers the use of statistical analysis and the methods of data science to model and analyze financial data. The first chapter is an overview of financial markets, describing the market operations and using exploratory data analysis to illustrate the nature of financial data. The software used to obtain the data for the examples in the first chapter and for all computations and to produce the graphs is R. However discussion of R is deferred to an appendix to the first chapter, where the basics of R, especially those most relevant in financial applications, are presented and illustrated. The appendix also describes how to use R to obtain current financial data from the internet. Chapter 2 describes the methods of exploratory data analysis, especially graphical methods, and illustrates them on real financial data. Chapter 3 covers probability distributions useful in financial analysis, especially heavy-tailed distributions, and describes methods of computer simulation of financial data. Chapter 4 covers basic methods of statistical inference, especially the use of linear models in analysis, and Chapter 5 describes methods of time series with special emphasis on models and methods applicable to analysis of financial data. Features * Covers statistical methods for analyzing models appropriate for financial data, especially models with outliers or heavy-tailed distributions. * Describes both the basics of R and advanced techniques useful in financial data analysis. * Driven by real, current financial data, not just stale data deposited on some static website. * Includes a large number of exercises, many requiring the use of open-source software to acquire real financial data from the internet and to analyze it.
Book Synopsis Multivariate Statistical Simulation by : Mark E. Johnson
Download or read book Multivariate Statistical Simulation written by Mark E. Johnson and published by John Wiley & Sons. This book was released on 2013-11-11 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides state-of-the-art coverage for the researcher confronted with designing and executing a simulation study using continuous multivariate distributions. Concise writing style makes the book accessible to a wide audience. Well-known multivariate distributions are described, emphasizing a few representative cases from each distribution. Coverage includes Pearson Types II and VII elliptically contoured distributions, Khintchine distributions, and the unifying class for the Burr, Pareto, and logistic distributions. Extensively illustrated--the figures are unique, attractive, and reveal very nicely what distributions ``look like.'' Contains an extensive and up-to-date bibliography culled from journals in statistics, operations research, mathematics, and computer science.
Book Synopsis Characterizations of Probability Distributions. by : Janos Galambos
Download or read book Characterizations of Probability Distributions. written by Janos Galambos and published by Springer. This book was released on 2006-11-15 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt:
