Introduction to probability simulation and gibbs sampling with R

Simulation has become a basic tool for the practice of applied probability and statistics. The Gibbs Sampler is an especially important, but not widely understood simulation method. With a basic introduction to Monte Carlo simulationthat provides enough background in other topics, students can understand the rationale for and use of the Gibbs Sampler as a practical simulation tool. INDICE: Pseudorandom Numbers.- Screening Tests.- Two-State Markov Chains.-Simple Gibbs Sampler.- Basics of Bayesian Estimation.- Bayesian Gibbs Sampler.- Additional Uses of the Gibbs Sampler.

• ISBN: 978-0-387-40273-4
• Editorial: Springer
• Encuadernacion: Rústica
• Páginas: 290
• Fecha Publicación: 01/05/2010
• Nº Volúmenes: 1
• Idioma: Inglés