simulation statistical modeling and decision science

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Simulation

Author : Sheldon M. Ross
ISBN : 9780080517223
Genre : Mathematics
File Size : 51. 58 MB
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Ross's Simulation, Fourth Edition introduces aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers learn to apply results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions about future outcomes. This text explains how a computer can be used to generate random numbers, and how to use these random numbers to generate the behavior of a stochastic model over time. It presents the statistics needed to analyze simulated data as well as that needed for validating the simulation model. New to this Edition: -More focus on variance reduction, including control variables and their use in estimating the expected return at blackjack and their relation to regression analysis -A chapter on Markov chain monte carlo methods with many examples -Unique material on the alias method for generating discrete random variables

Regenerative Stochastic Simulation

Author : Gerald S. Shedler
ISBN : 9780080925721
Genre : Mathematics
File Size : 85. 84 MB
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Simulation is a controlled statistical sampling technique that can be used to study complex stochastic systems when analytic and/or numerical techniques do not suffice. The focus of this book is on simulations of discrete-event stochastic systems; namely, simulations in which stochastic state transitions occur only at an increasing sequence of random times. The discussion emphasizes simulations on a finite or countably infinite state space. * Develops probabilistic methods for simulation of discrete-event stochastic systems * Emphasizes stochastic modeling and estimation procedures based on limit theorems for regenerative stochastic processes * Includes engineering applications of discrete-even simulation to computer, communication, manufacturing, and transportation systems * Focuses on simulations with an underlying stochastic process that can specified as a generalized semi-Markov process * Unique approach to simulation, with heavy emphasis on stochastic modeling * Includes engineering applications for computer, communication, manufacturing, and transportation systems

Modeling For All Scales

Author : Howard T. Odum
ISBN : 9780080544366
Genre : Science
File Size : 51. 70 MB
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All manner of models are used to describe, simulate, extrapolate, and ultimately understand the function of dynamic systems. These sorts of models are usually based upon a mathematical foundation that can be difficult to manipulate especially for students. Modeling for All Scales uses object-oriented programming to erect and evaluate the efficacy of models of small, intermediate and large scale systems. Such models allow users to employ intuitively based symbols and a systems ecology approach. The authors have been leaders in the systems ecology community and have originated much of the scientific vocabulary of the field. After introducing modeling and its benefits, there is a series of chapters detailing the more particular elements of successful simulation. There follows another series of chapters, each devoted to models of different sorts of systems. Small scale models of growth, competition, and evolution give way, successively, to larger and larger scale models such as international trade and the global geobiosphere. Anyone interested in an easy to use approach to modeling complex systems authored by perhaps the most original systems ecologists of the century will want this book. To further enhance the users ability to apply the lessons of this book, there is included a CD-ROM disc which provides the fundamental tools for modeling at all scales. Key Features * The book makes it possible to teach modeling and simulation without much prior knowledge of mathematics * Reasons for modeling and simulation are discussed * The book makes modeling and simulation fun by keeping focused on simplified overview minimodels that have important principles to science and society * The steps in successive chapters are arranged so that readers can teach themselves modeling, simulation, and the programming necessary to simulate the systems they diagram * The CD-ROM has minimodel programs and versions of QuickBasic and EXTEND to run them

Probability And Statistics Volume Ii

Author : Reinhard Viertl
ISBN : 9781848260535
Genre : Mathematics
File Size : 23. 92 MB
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Probability and Statistics theme is a component of Encyclopedia of Mathematical Sciences in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. The Theme with contributions from distinguished experts in the field, discusses Probability and Statistics. Probability is a standard mathematical concept to describe stochastic uncertainty. Probability and Statistics can be considered as the two sides of a coin. They consist of methods for modeling uncertainty and measuring real phenomena. Today many important political, health, and economic decisions are based on statistics. This theme is structured in five main topics: Probability and Statistics; Probability Theory; Stochastic Processes and Random Fields; Probabilistic Models and Methods; Foundations of Statistics, which are then expanded into multiple subtopics, each as a chapter. These three volumes are aimed at the following five major target audiences: University and College students Educators, Professional practitioners, Research personnel and Policy analysts, managers, and decision makers and NGOs.

Statistics Testing And Defense Acquisition

Author : National Research Council
ISBN : 0309174198
Genre : Technology & Engineering
File Size : 37. 82 MB
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For every weapons system being developed, the U.S. Department of Defense (DOD) must make a critical decision: Should the system go forward to full-scale production? The answer to that question may involve not only tens of billions of dollars but also the nation's security and military capabilities. In the milestone process used by DOD to answer the basic acquisition question, one component near the end of the process is operational testing, to determine if a system meets the requirements for effectiveness and suitability in realistic battlefield settings. Problems discovered at this stage can cause significant production delays and can necessitate costly system redesign. This book examines the milestone process, as well as the DOD's entire approach to testing and evaluating defense systems. It brings to the topic of defense acquisition the application of scientific statistical principles and practices.

Data Analysis And Decision Making

Author : S. Albright
ISBN : 9780538476126
Genre : Business & Economics
File Size : 66. 34 MB
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DATA ANALYSIS AND DECISION MAKING emphasizes data analysis, modeling, and spreadsheet use in statistics and management science. This text became a market leader in its first edition for its clarity of writing and teach-by-example approach, and it continues that tradition in this edition. Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.

Limit Theorems For Randomly Stopped Stochastic Processes

Author : Dimitri Silvestrov
ISBN : 9780857293909
Genre : Mathematics
File Size : 59. 33 MB
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This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail. Its coverage is thorough, streamlined and arranged according to difficulty.

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