文档介绍：Statistics puting
Series Editors:
J. Chambers
W. Eddy
W. Hardle
S. Sheather
L. Tierney
Springer
New York
Berlin
Heidelberg
Hong Kong
London
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Statistics puting
Dalgaard: Introductory Statistics with R.
Gentle: Elements putational Statistics.
Gentle: Numerical Linear Algebra for Applications in Statistics.
Gentle: Random Number Generation and Monte Carlo Methods, 2nd Edition.
Hdrdle/Klinke/Turlach: XploRe: An Interactive puting Environment.
Krause/Oison: The Basics of S and S-PLUS, 3rd Edition.
Lange: Numerical Analysis for Statisticians.
Loader: Local Regression and Likelihood.
0 Ruanaidh/Fitzgerald: Numerical Bayesian Methods Applied to Signal Processing.
Pannatier: VARIOWIN: Software for Spatial Data Analysis in 2D.
Pinheiro/Bates. Mixed-Effects Models in S and S-PLUS.
Venables/Ripley; Modem Applied Statistics with S, 4th Edition.
Venables/Ripley; S Programming.
Wilkinson: The Grammar of Graphics.
James E. Gentle
Random Number
Generation and
Monte Carlo Methods
Second Edition
With 54 Illustrations
Springer
James E. Gentle
School putational Sciences
e Mason University
Fairfax, VA 22030-4444
USA
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Series Editors:
J. Chambers W. Eddy W. Hardle
Bell Labs, Lucent Technologies Department of Statistics Instilut filr Slatislik und Okonometric
600 Mountain Avenue Carnegie Mellon University Humboldt-UniversitSl zu Berlin
Murray Hill, NJ 07974 Pittsburgh, PA 15213 Spandaucr Str. 1
USA USA D-10178 Berlin
Germany
S. Sheather L. Tiemey
Australian Graduate School School of Statistics and AcUarial Science
of Management University of Iowa
University of New South Wales Iowa Cily, IA 52242-1419
Sydney, NSW 2052 USA
Australia
Library of Congress Cataloging-in-Publication Data
Genlle, James E., 1943-
Random number generation and Monte Carlo methods / James E. Gentle.
p. cm. —(Statistics puting)
Includes bibliographical references and index.
ISBN (1-387-00178-6 (alk. paper)
i. M