Essentials of Monte Carlo Simulation: Statistical Methods for Building Simulation Models

by Nick T. Thomopoulos

​​ Introduction.- Random Number Generators.- Generating Random Variates.- Generating Continuous Random Variates.- Generating Discrete Random Variates.- Generating Multivariate Random Variates.- Special Applications.- Output From Simulation Runs.- Analysis Of Output Data.- Choosing the Probability Distribution From Data.- Choosing the Probability Distribution When No Data.- Appendix.- Problems.- Solutions.

192 pages, Paperback

First published November 30, 2012

Reviews

[Federico Lucifredi · Rating 5 out of 5]

I particularly enjoyed the treatment of (pseudo) Random Number Generators.