文档介绍：Statistics puting
Series Editors:
J. Chambers
w. Eddy
W. Wle
S. Sheather
L. Tiemey
Springer
Y~rk
Berlin
Heidelberg
Hang Kong
London
Milan
Perfs
Tokyo
Statistics puting
Dalgomd: lnboductory Statistics with R.
Gentle.. Elemak putational Stptistics.
OenfIe: Numerical Linear Algebra for Applications m Statistics.
Oentle Random N& omaation and Monte &lo Mahods, 2nd Editim.
Hcr*dwMWwlach: XploRe: An Intnactive puting Bnvirommt
RiOUFPN)Iron: me Basics of S and S-Pws,3rd Edition
Lmge: NNllmrkal Analysis for Statisticians.
b&r: Local Regrnsion and Lilihcd
bRurmcrldh/Fibgemld. Numrical Baycsisn Mcmads Applied to Signal Roassing.
Pluvrallw: VARIOWIN: Softwan for Spatial Data Analysis in 2D.
PinheirOlBau1: Mixed-Effcds Models in S and S-hus
,l~: Modem ~ppliedStatistics with S, 4th ~tlon.
venabler/Riprey: s ProgmEhg. .
WWnmn: me Ibe of Graphics.
James E. Gentle
Random Number
Generation and
Monte Carlo Methods
Second Edition
With 54 Illustrati~ns
Springer
James H. Gentle
School putational Sciences
e Mason University
Fairfax. VA 22030-4444
USA
j gen ******@
Series Editors:
J. Chambers W. Eddy W, Hardle
Bell Labs, Lucent Techonologies Department of Statistics Institut fiir Slatistik und Okonnmetrie
600 Mountain Avenue Carnegie Mellon University Humboldt-University
Murray Hill. NJ 07974 Pittsburgh, PA Spandaucr .Str. I
USA USA D-10178 Berlin
Germany
S. Sheather L. Tiemey
Australian Graduate School Sclool of Statistics and Actuarial Science
of Management Universily of Iowa
University of New South Wales lowa City. IA 52242-1414
Sydney, NSW 2052 USA
Australia
Library of Congress Cataloging-in-Puhlication Data
Gentle, James E.. 1943--
Random number generation and Monte Carlo methods / James H. Gentle.
p. cm. —(Statistics puting)
Includes bibliographical references and index
ISBN 0-3S7-OOI78-6 (alk, paper)
1. Monte (,Carlo method. 2. Random number generators. I. Tit