Elements of Simulation

By Byron J.T. Morgan

Series Editors: Chris Chatfield, Jim Zidek, Jim Lindsey

© 1984 – Chapman and Hall/CRC

368 pages

Purchasing Options:
Paperback: 9780412245909
pub: 1984-10-01
US Dollars$139.95


"This book can be strongly recommended to anyone who needs to generate random variables… it is both a well-written textbook and a genuine work of reference."


"… a very readable book… the basic tools of simulation are excellently explained and nicely illustrated with interesting examples."

-Journal of Operational Research

Table of Contents

Preface. Acknowledgments. List of Notation. Introduction. Some Probability and Statistics Revision. Generating Uniform Random Variables. Particular Methods of Non-Uniform Random Variables. General Methods for Non-Uniform Random Variables. Testing Random Numbers. Variance Reduction and Integral Estimation. Model Construction and Analysis. Further Examples and Applications. Appendices. Solutions and Comments for Selected Questions. Bibliography. Author Index. Subject Index.

About the Series

Chapman & Hall/CRC Texts in Statistical Science

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Subject Categories

BISAC Subject Codes/Headings:
BUSINESS & ECONOMICS / Operations Research
MATHEMATICS / Probability & Statistics / General
MATHEMATICS / Probability & Statistics / Bayesian Analysis