Random Number Generation and Monte Carlo Methods

by James E. Gentle

Monte Carlo simulation has become one of the most important tools in all fields of science. Simulation methodology relies on a good source of numbers that appear to be random. These "pseudorandom" numbers must pass statistical tests just as random samples would. Methods for producing pseudorandom numbers and transforming those numbers to simulate samples from various distributions are among the most important topics in statistical computing.

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• Format: Hardcover
• Language: English
• ISBN: B00EZ1G8CY
• ISBN13: 9780387001784
• Release Date: June 2003
• Publisher: Springer
• Length: 382 Pages
• Weight: 1.51 lbs.
• Dimensions: 0.9" x 6.1" x 9.7"