Experimental Comparison of Monte-Carlo Sampling Techniques to Evaluate the Multivariate Normal Integral PDF Download
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Author: Elizabeth N. Abbe
Publisher:
ISBN:
Category : Monte Carlo method
Languages : en
Pages : 44
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Book Description
Author: Elizabeth N. Abbe
Publisher:
ISBN:
Category : Monte Carlo method
Languages : en
Pages : 44
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Book Description
Author: Y.L. Tong
Publisher: Springer Science & Business Media
ISBN: 1461396557
Category : Business & Economics
Languages : en
Pages : 281
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Book Description
The multivariate normal distribution has played a predominant role in the historical development of statistical theory, and has made its appearance in various areas of applications. Although many of the results concerning the multivariate normal distribution are classical, there are important new results which have been reported recently in the literature but cannot be found in most books on multivariate analysis. These results are often obtained by showing that the multivariate normal density function belongs to certain large families of density functions. Thus, useful properties of such families immedi ately hold for the multivariate normal distribution. This book attempts to provide a comprehensive and coherent treatment of the classical and new results related to the multivariate normal distribution. The material is organized in a unified modern approach, and the main themes are dependence, probability inequalities, and their roles in theory and applica tions. Some general properties of a multivariate normal density function are discussed, and results that follow from these properties are reviewed exten sively. The coverage is, to some extent, a matter of taste and is not intended to be exhaustive, thus more attention is focused on a systematic presentation of results rather than on a complete listing of them.
Author: Christopher Z. Mooney
Publisher: SAGE
ISBN: 9780803959439
Category : Mathematics
Languages : en
Pages : 116
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Book Description
Aimed at researchers across the social sciences, this book explains the logic behind the Monte Carlo simulation method and demonstrates its uses for social and behavioural research.
Author: National Library of Medicine (U.S.)
Publisher:
ISBN:
Category : Medicine
Languages : en
Pages : 1040
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Book Description
Includes subject section, name section, and 1968-1970, technical reports.
Author: Samuel Kotz
Publisher: John Wiley & Sons
ISBN: 0471654035
Category : Mathematics
Languages : en
Pages : 752
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Book Description
Continuous Multivariate Distributions, Volume 1, Second Edition provides a remarkably comprehensive, self-contained resource for this critical statistical area. It covers all significant advances that have occurred in the field over the past quarter century in the theory, methodology, inferential procedures, computational and simulational aspects, and applications of continuous multivariate distributions. In-depth coverage includes MV systems of distributions, MV normal, MV exponential, MV extreme value, MV beta, MV gamma, MV logistic, MV Liouville, and MV Pareto distributions, as well as MV natural exponential families, which have grown immensely since the 1970s. Each distribution is presented in its own chapter along with descriptions of real-world applications gleaned from the current literature on continuous multivariate distributions and their applications.
Author: National Library of Medicine (U.S.)
Publisher:
ISBN:
Category : Medicine
Languages : en
Pages : 508
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Book Description
First multi-year cumulation covers six years: 1965-70.
Author: Emma E. Brown
Publisher:
ISBN:
Category : Psychology
Languages : en
Pages : 68
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Book Description
Publications abstracted include Technical Research Reports 1156 and 1157, Technical Research Notes 199 through 210, Research Studies 68-4 through 68-6 and 69-1 through 69-10, and Research Memorandums 68-8 through 68-13. Included are descriptions of 19 Work Units covering activities reported in the 33 abstracted publications, a list of the libraries in universities and metropolitan centers in which these publications are routinely deposited, and a listing of the U.S. Army personnel programs utilizing psychological test programs of the U.S. Army Behavioral Science Research Laboratory.
Author:
Publisher:
ISBN:
Category : Government publications
Languages : en
Pages : 1730
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Book Description
Author:
Publisher:
ISBN:
Category : Military research
Languages : en
Pages : 268
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Book Description
Author: Malvin H. Kalos
Publisher: John Wiley & Sons
ISBN: 3527626220
Category : Science
Languages : en
Pages : 215
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Book Description
This introduction to Monte Carlo methods seeks to identify and study the unifying elements that underlie their effective application. Initial chapters provide a short treatment of the probability and statistics needed as background, enabling those without experience in Monte Carlo techniques to apply these ideas to their research. The book focuses on two basic themes: The first is the importance of random walks as they occur both in natural stochastic systems and in their relationship to integral and differential equations. The second theme is that of variance reduction in general and importance sampling in particular as a technique for efficient use of the methods. Random walks are introduced with an elementary example in which the modeling of radiation transport arises directly from a schematic probabilistic description of the interaction of radiation with matter. Building on this example, the relationship between random walks and integral equations is outlined. The applicability of these ideas to other problems is shown by a clear and elementary introduction to the solution of the Schrödinger equation by random walks. The text includes sample problems that readers can solve by themselves to illustrate the content of each chapter. This is the second, completely revised and extended edition of the successful monograph, which brings the treatment up to date and incorporates the many advances in Monte Carlo techniques and their applications, while retaining the original elementary but general approach.
