Numerical Methods of Statistics

John F. Monahan (Autor)

Buch | Softcover

444 Seiten

2010
Cambridge University Press (Verlag)
978-0-521-15941-8 (ISBN)

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This 2001 book explains how computer software is designed to perform the tasks required for sophisticated statistical analysis. For statisticians, it examines the nitty-gritty computational problems behind statistical methods; for mathematicians and computer scientists, it looks at the application of mathematical tools to statistical problems. The first half of the book provides a basic background in numerical analysis emphasizing issues important to statisticians. The next several chapters cover a broad array of statistical tools, such as maximum likelihood and nonlinear regression. The author also treats application of numerical tools: numerical integration and random number generation are explained in a unified manner reflecting complementary views of Monte Carlo methods. The book concludes with an examination of sorting, FFT and the application of other 'fast' algorithms to statistics. Each chapter contains exercises that range from the simple to research problems, as well as examples of the methods at work.

1. Algorithms and computers; 2. Computer arithmetic; 3. Matrices and linear equations; 4. More methods for solving linear equations; 5. Least squares; 6. Eigenproblems; 7. Functions: interpolation, smoothing and approximation; 8. Introduction to optimization and nonlinear equations; 9. Maximum likelihood and nonlinear regression; 10. Numerical integration and Monte Carlo methods; 11. Generating random variables from other distributions; 12. Statistical methods for integration and Monte Carlo; 13. Markov chain Monte Carlo methods; 14. Sorting and fast algorithms.

Erscheint lt. Verlag	2.9.2010
Reihe/Serie	Cambridge Series in Statistical and Probabilistic Mathematics
Verlagsort	Cambridge
Sprache	englisch
Maße	178 x 254 mm
Gewicht	770 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Analysis
Themenwelt	Mathematik / Informatik ► Mathematik ► Computerprogramme / Computeralgebra
ISBN-10	0-521-15941-5 / 0521159415
ISBN-13	978-0-521-15941-8 / 9780521159418
Zustand	Neuware