Buch, Englisch, 464 Seiten, Format (B × H): 178 mm x 254 mm, Gewicht: 866 g
Reihe: Cambridge Series in Statistical and Probabilistic Mathematics
Buch, Englisch, 464 Seiten, Format (B × H): 178 mm x 254 mm, Gewicht: 866 g
Reihe: Cambridge Series in Statistical and Probabilistic Mathematics
ISBN: 978-0-521-13951-9
Verlag: Cambridge University Press
This 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 offers a basic background in numerical analysis that emphasizes 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 the application of numerical tools; numerical integration and random number generation are explained in a unified manner reflecting complementary views of Monte Carlo methods. Each chapter contains exercises that range from simple questions to research problems. Most of the examples are accompanied by demonstration and source code available from the author's website. New in this second edition are demonstrations coded in R, as well as new sections on linear programming and the Nelder–Mead search algorithm.
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik EDV | Informatik Informatik Mathematik für Informatiker
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik
- Mathematik | Informatik EDV | Informatik Business Application Mathematische & Statistische Software
Weitere Infos & Material
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.