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A course in simulation. (English) Zbl 0743.65005
New York, London: Macmillan Publishing Comp., Collier Macmillan Publishers. xiv, 202 p. (1990).
This textbook contains and describes all the tools one needs to plan and to carry out a simulation study as well as to analyze its results. The methodological background is given in the chapters on “elements of probability”, “statistical analysis of simulated data” and “statistical validation techniques”. There are specific chapters on generating discrete and continuous random variables as well as a chapter on variance reduction techniques. Each chapter contains a lot of exercises and in an appendix computer programs written in BASIC are presented.
Reviewer: J.Wolters (Berlin)

MSC:
65Cxx Probabilistic methods, stochastic differential equations
62-02 Research exposition (monographs, survey articles) pertaining to statistics
65C99 Probabilistic methods, stochastic differential equations
62-07 Data analysis (statistics) (MSC2010)
62J10 Analysis of variance and covariance (ANOVA)
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