An introduction to statistical computing : (Record no. 20642)

MARC details
000 -LEADER
fixed length control field 06456cam a2200913 i 4500
001 - CONTROL NUMBER
control field ocn849801365
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20220701010924.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr |||||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 130620s2013 enk ob 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2013025344
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Language of cataloging eng
Description conventions rda
-- pn
Transcribing agency DLC
Modifying agency YDX
-- N$T
-- CUS
-- YDXCP
-- E7B
-- OCLCF
-- AU@
-- OCLCQ
-- DG1
-- OCLCQ
-- COO
-- IDEBK
-- EBLCP
-- MEAUC
-- DEBSZ
-- RECBK
-- DEBBG
-- OCLCQ
019 ## -
-- 856626109
-- 859161262
-- 862997289
-- 865020993
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118728024
Qualifying information (ePub)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118728025
Qualifying information (ePub)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118728031
Qualifying information (Adobe PDF)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118728033
Qualifying information (Adobe PDF)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118728055
Qualifying information (MobiPocket)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 111872805X
Qualifying information (MobiPocket)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118728048
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118728041
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118357728
Qualifying information (hardback)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118357729
Qualifying information (hardback)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1299805329
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781299805323
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9781118357729
Qualifying information (hardback)
028 01 - PUBLISHER NUMBER
Publisher number EB00088144
Source Recorded Books
029 1# - (OCLC)
OCLC library identifier AU@
System control number 000051651237
029 1# - (OCLC)
OCLC library identifier AU@
System control number 000052905822
029 1# - (OCLC)
OCLC library identifier AU@
System control number 000053337109
029 1# - (OCLC)
OCLC library identifier CHBIS
System control number 010131686
029 1# - (OCLC)
OCLC library identifier CHNEW
System control number 000633925
029 1# - (OCLC)
OCLC library identifier CHVBK
System control number 314712984
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV041634240
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV041904726
029 1# - (OCLC)
OCLC library identifier DEBSZ
System control number 397623755
029 1# - (OCLC)
OCLC library identifier DEBSZ
System control number 42317097X
029 1# - (OCLC)
OCLC library identifier DEBSZ
System control number 449379965
029 1# - (OCLC)
OCLC library identifier DKDLA
System control number 820120-katalog:000667321
029 1# - (OCLC)
OCLC library identifier NZ1
System control number 15341824
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV043396027
029 1# - (OCLC)
OCLC library identifier CHVBK
System control number 40341122X
029 1# - (OCLC)
OCLC library identifier CHNEW
System control number 000901240
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)849801365
Canceled/invalid control number (OCoLC)856626109
-- (OCoLC)859161262
-- (OCoLC)862997289
-- (OCoLC)865020993
037 ## - SOURCE OF ACQUISITION
Stock number 511783
Source of stock number/acquisition MIL
042 ## - AUTHENTICATION CODE
Authentication code pcc
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA276.4
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT
Subject category code subdivision 003000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT
Subject category code subdivision 029000
Source bisacsh
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.501/13
Edition number 23
084 ## - OTHER CLASSIFICATION NUMBER
Classification number MAT029000
Source of number bisacsh
049 ## - LOCAL HOLDINGS (OCLC)
Holding library MAIN
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Voss, Jochen.
245 13 - TITLE STATEMENT
Title An introduction to statistical computing :
Remainder of title a simulation-based approach /
Statement of responsibility, etc Jochen Voss.
250 ## - EDITION STATEMENT
Edition statement First edition.
264 #1 -
-- Chichester, West Sussex, UK :
-- John Wiley & Sons, Inc.,
-- 2013.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource.
336 ## -
-- text
-- txt
-- rdacontent
337 ## -
-- computer
-- c
-- rdamedia
338 ## -
-- online resource
-- cr
-- rdacarrier
490 1# - SERIES STATEMENT
Series statement Wiley series in computational statistics
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
588 0# -
-- Print version record and CIP data provided by publisher; resource not viewed.
520 ## - SUMMARY, ETC.
Summary, etc "This is a book about exploring random systems using computer simulation and thus, this book combines two different topic areas which have always fascinated me: the mathematical theory of probability and the art of programming computers"--
-- Provided by publisher.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note An Introduction to Statistical Computing; Contents; List of algorithms; Preface; Nomenclature; 1 Random number generation; 1.1 Pseudo random number generators; 1.1.1 The linear congruential generator; 1.1.2 Quality of pseudo random number generators; 1.1.3 Pseudo random number generators in practice; 1.2 Discrete distributions; 1.3 The inverse transform method; 1.4 Rejection sampling; 1.4.1 Basic rejection sampling; 1.4.2 Envelope rejection sampling; 1.4.3 Conditional distributions; 1.4.4 Geometric interpretation; 1.5 Transformation of random variables; 1.6 Special-purpose methods.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note 1.7 Summary and further readingExercises; 2 Simulating statistical models; 2.1 Multivariate normal distributions; 2.2 Hierarchical models; 2.3 Markov chains; 2.3.1 Discrete state space; 2.3.2 Continuous state space; 2.4 Poisson processes; 2.5 Summary and further reading; Exercises; 3 Monte Carlo methods; 3.1 Studying models via simulation; 3.2 Monte Carlo estimates; 3.2.1 Computing Monte Carlo estimates; 3.2.2 Monte Carlo error; 3.2.3 Choice of sample size; 3.2.4 Refined error bounds; 3.3 Variance reduction methods; 3.3.1 Importance sampling; 3.3.2 Antithetic variables; 3.3.3 Control variates.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note 3.4 Applications to statistical inference3.4.1 Point estimators; 3.4.2 Confidence intervals; 3.4.3 Hypothesis tests; 3.5 Summary and further reading; Exercises; 4 Markov Chain Monte Carlo methods; 4.1 The Metropolis-Hastings method; 4.1.1 Continuous state space; 4.1.2 Discrete state space; 4.1.3 Random walk Metropolis sampling; 4.1.4 The independence sampler; 4.1.5 Metropolis-Hastings with different move types; 4.2 Convergence of Markov Chain Monte Carlo methods; 4.2.1 Theoretical results; 4.2.2 Practical considerations; 4.3 Applications to Bayesian inference; 4.4 The Gibbs sampler.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note 4.4.1 Description of the method4.4.2 Application to parameter estimation; 4.4.3 Applications to image processing; 4.5 Reversible Jump Markov Chain Monte Carlo; 4.5.1 Description of the method; 4.5.2 Bayesian inference for mixture distributions; 4.6 Summary and further reading; 4.6 Exercises; 5 Beyond Monte Carlo; 5.1 Approximate Bayesian Computation; 5.1.1 Basic Approximate Bayesian Computation; 5.1.2 Approximate Bayesian Computation with regression; 5.2 Resampling methods; 5.2.1 Bootstrap estimates; 5.2.2 Applications to statistical inference; 5.3 Summary and further reading; Exercises.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note 6 Continuous-time models6.1 Time discretisation; 6.2 Brownian motion; 6.2.1 Properties; 6.2.2 Direct simulation; 6.2.3 Interpolation and Brownian bridges; 6.3 Geometric Brownian motion; 6.4 Stochastic differential equations; 6.4.1 Introduction; 6.4.2 Stochastic analysis; 6.4.3 Discretisation schemes; 6.4.4 Discretisation error; 6.5 Monte Carlo estimates; 6.5.1 Basic Monte Carlo; 6.5.2 Variance reduction methods; 6.5.3 Multilevel Monte Carlo estimates; 6.6 Application to option pricing; 6.7 Summary and further reading; Exercises; Appendix A Probability reminders; A.1 Events and probability.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematical statistics
General subdivision Data processing.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element MATHEMATICS
General subdivision Probability & Statistics
-- General.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematical statistics
General subdivision Data processing.
Source of heading or term fast
-- (OCoLC)fst01012133
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print version:
Main entry heading Voss, Jochen.
Title Introduction to statistical computing.
Place, publisher, and date of publication Chichester, West Sussex : Wiley, 2014
International Standard Book Number 9781118357729
Record control number (DLC) 2013019321
-- (OCoLC)841894071
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Wiley series in computational statistics.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1002/9781118728048">http://dx.doi.org/10.1002/9781118728048</a>
Public note Wiley Online Library
994 ## -
-- 92
-- DG1

No items available.