- Author:
- Byron J.T. Morgan
No abstract available.
Cited By
Teytaud F and Teytaud O Why one must use reweighting in estimation of distribution algorithms Proceedings of the 11th Annual conference on Genetic and evolutionary computation, (453-460)- Tang M (2019). Exact power computation for stratified dose-response studies, Statistics and Computing, 11:2, (117-124), Online publication date: 1-Apr-2001.
- Kelton W Statistical analysis of simulation output Proceedings of the 29th conference on Winter simulation, (23-30)
- Kelton W Statistical issues in simulation Proceedings of the 28th conference on Winter simulation, (47-54)
- Kelton W A tutorial on design and analysis of simulation experiments Proceedings of the 27th conference on Winter simulation, (24-31)
- Kelton W Analysis of output data Proceedings of the 26th conference on Winter simulation, (62-68)
- Cheng R Selecting input models and random variate generation Proceedings of the 25th conference on Winter simulation, (34-40)
- Crain R, Sussman J, Schriber T, Henriksen J and Roberts S The winter simulation conference Proceedings of the 24th conference on Winter simulation, (3-33)
- Cheng R Distribution fitting and random number and variate generation Proceedings of the 24th conference on Winter simulation, (74-81)
- Cheng R Fitting parametric models by conditional simulation Proceedings of the 22nd conference on Winter simulation, (333-336)
- Pinkowski B Performance of clustering algorithms on time-dependent spatial patterns Proceedings of the 21st annual symposium on Simulation, (53-69)
- Cheng R Variance reduction methods Proceedings of the 18th conference on Winter simulation, (60-68)
Index Terms
- Elements of simulation
Reviews
Leonard Francis Zettel
This book would be more accurately titled “Elements of Simulation for Statisticians.” For a statistician, simulation is largely a matter of generating a random sample from any of a wide range of statistical distributions, calculating one or more sample statistics, and analyzing the behavior of the statistics as successive samples are generated. These matters are covered thoroughly and competently. On the other hand, for the typical engineer interested in a “how to” course in the use of simulation via languages like GPSS, SLAM, or SIMAN, this book will be of little use other than as salutory supplemental reading. Keeping in mind that the book is aimed squarely at statisticians, the chapter headings fairly describe the material covered. They are: (1) Introduction, (2) Some probability and statistics revision (on this side of the Atlantic I think we would say review), (3) Generating uniform random variables, (4) Particular methods for nonuniform random variables, (5) General methods for nonuniform random variables, (6) Testing random numbers, (7) Variance reduction and integral estimation, (8) Model construction and analysis, and (9) Further examples and applications. A semester or two of probability and statistics should afford sufficient preparation for understanding most of the material presented. BASIC listings for many of the methods discussed are included. The IMSL and NAG subroutines relevant to the subject matter of the book are discussed, along with the use of MINITAB as a simulation system. Each chapter is followed by a set of exercises; solutions and comments for most of them are provided. Many of the exercises require narrative discussion as an answer. The Bibliography is comprehensive, running to more the 500 citations. To this thoroughly American reviewer, this is a thoroughly British book, and reflects the best of that tradition. The writing style is clear and unpretentious, leading the student through difficult concepts so smoothly that (s)he may not appreciate how difficult they are in other hands. Similarly, a careless reader may miss some of the qualifications on the applicability of some of the concepts. In addition, the “string and sealing wax” tradition is handed on. It is a pleasure to observe how much can be accomplished when simple tools are applied with intelligence and skill.
Access critical reviews of Computing literature here
Become a reviewer for Computing Reviews.
Recommendations
The Enriched Crouzeix---Raviart Elements are Equivalent to the Raviart---Thomas Elements
For both the Poisson model problem and the Stokes problem in any dimension, this paper proves that the enriched Crouzeix---Raviart elements are actually identical to the first order Raviart---Thomas elements in the sense that they produce the same ...
Mortar Boundary Elements
We establish a mortar boundary element scheme for hypersingular boundary integral equations representing elliptic boundary value problems in three dimensions. We prove almost quasi-optimal convergence of the scheme in broken Sobolev norms of order $1/2$...
Optimal superconvergence analysis for the Crouzeix-Raviart and the Morley elements
AbstractIn this paper, an improved superconvergence analysis is presented for both the Crouzeix-Raviart element and the Morley element. The main idea of the analysis is to employ a discrete Helmholtz decomposition of the difference between the canonical ...