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Number -Theoretic Methods In Statistics
EN HC USISBN: 9780412465208 bzw. 0412465205, in Englisch, Taylor & Francis, gebundenes Buch, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, In Stock.
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Number Theoretic Methods in Statistics
EN NWISBN: 9780412465208 bzw. 0412465205, in Englisch, Chapman & Hall, United Kingdom of Great Britain and Northern Ireland, neu.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, in-stock.
The application of number-theoretic methods is a new, but rapidly expanding, branch of statistics. The Monte Carlo method is already established, with wide applications in science and technology. In applying it, however, a set of 'pseudo' random numbers is required for statistical simulation, and the use of these numbers often leads to unacceptably large errors. The essence of the number-theoretic method described in this book is to reduce such errors by using number theory to find a set of points (sometimes called quasi random numbers) which can then be regarded as the representatives of a given distribution. The number-theoretic method is hence also known as the quasi or deterministic version of the Monte Carlo method. Number-theoretic Methods in Statistics gives the reader various methods of generating quasi random numbers and demonstrates their applications in solving a variety of statistical problems, for example, the numerical evaluation of probabilities and moments, optimization, experimental design including design of computer experiments and statistical inference.
The application of number-theoretic methods is a new, but rapidly expanding, branch of statistics. The Monte Carlo method is already established, with wide applications in science and technology. In applying it, however, a set of 'pseudo' random numbers is required for statistical simulation, and the use of these numbers often leads to unacceptably large errors. The essence of the number-theoretic method described in this book is to reduce such errors by using number theory to find a set of points (sometimes called quasi random numbers) which can then be regarded as the representatives of a given distribution. The number-theoretic method is hence also known as the quasi or deterministic version of the Monte Carlo method. Number-theoretic Methods in Statistics gives the reader various methods of generating quasi random numbers and demonstrates their applications in solving a variety of statistical problems, for example, the numerical evaluation of probabilities and moments, optimization, experimental design including design of computer experiments and statistical inference.
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