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Independent Random Sampling Methods

Luca Martino

David Luengo

Joaquín Míguez

Jazyk

Angličtina

Kniha Pevná

Libristo kód: 18629983

Nakladatelství Springer International Publishing AG, duben 2018

This book systematically addresses the design and analysis of efficient techniques for independent r... Celý popis

Libristo kód: 18629983

330 b

3 297 Kč

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This book systematically addresses the design and analysis of efficient techniques for independent random sampling. Both general-purpose approaches, which can be used to generate samples from arbitrary probability distributions, and tailored techniques, designed to efficiently address common real-world practical problems, are introduced and discussed in detail. In turn, the monograph presents fundamental results and methodologies in the field, elaborating and developing them into the latest techniques. The theory and methods are illustrated with a varied collection of examples, which are discussed in detail in the text and supplemented with ready-to-run computer code. The main problem addressed in the book is how to generate independent random samples from an arbitrary probability distribution with the weakest possible constraints or assumptions in a form suitable for practical implementation. The authors review the fundamental results and methods in the field, address the latest methods, and emphasize the links and interplay between ostensibly diverse techniques.