×

First steps in simulation. (Premiers pas en simulation.) (French) Zbl 1172.65004

Collection Statistique et Probabilités Appliquées. Paris: Springer (ISBN 978-2-287-79493-3/pbk). xi, 162 p. (2008).
This textbook is an introduction to simulation techniques. After a short review of elements of probability theory, the authors present various methods of generation of a large number of random variables. Next, the transformations of uniformly distributed random variables are considered that allow one to generate samples of random variables with given distribution. Testing the hypotheses about the distribution of a sample is the topic of next chapter. Finally, the Monte Carlo method with applications is presented.
The textbook is devoted to nonspecialists: mathematicians having no deep knowledge of statistics, engineers, computer scientists, etc.
Contents: 1. Introduction. 2. Elements of probability theory. 3. Random numbers. 4. Transformations of variables and simulation of samples. 5. Hypothesis testing and random numbers. 6. Monte Carlo method and its applications. 7. Computer-aided simulation.

MSC:

65C10 Random number generation in numerical analysis
11K45 Pseudo-random numbers; Monte Carlo methods
65-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis
65C05 Monte Carlo methods
PDFBibTeX XMLCite