文档介绍：Statistics puting
Series Editors:
J. Chambers
S. Sheather
L. Tierney
Springer Science+Business Media, LLC
Statistics puting
Gentle: Numerical Linear Algebra for Applications in Statistics.
Gentle: Random Number Generation and Monte Carlo Methods.
Hiirdle!Klinke!Turlach: XploRe: An Interactive puting Environment.
Krause/Olson: The Basics of S and S-PLUS.
6 Ruanaidh/Fitzgerald: Numerical Bayesian Methods Applied to Signal Processing.
Pannatier: VARIOWIN: Software for Spatial Data Analysis in 2D.
Venables/Ripley: Modem Applied Statistics with S-PLUS, 2nd edition.
Lange: Numerical Analysis for Statisticians.
James E. Gentle
Random Number
Generation and
Monte Carlo
Methods
With 30 lllustrations
"Springer
James E. Gentle
Institute putational
Sciences and Informatics
e Mason University
Fairfax, VA 22030-4444
USA
Series Editors:
J. Chambers
BeII Labs, Lucent Department of Statistics Institut fiir Statistik und
Technologies Carnegie Mellon University Okonometrie
600 Mountain Ave. Pittsburgh, PA 15213 Humboldt-Universităt zu Berlin
Murray HiII, NJ 07974 USA Spandauer Str. 1
USA D-lO 178 Berlin
Germany
S. Sheather L. Tiemey
Australian Graduate School School of Statistics
of Medicine University of Minnesota
POBox 1 Vincent HalI
Kensington Minneapolis, MN 55455
New South Wales 2033 USA
Australia
Library of Congress Cataloging-in-Publication Data
Gentle, James E., 1943-
Random number generation and monte carlo methods / James E.
Gentle.
p. cm. - (Statistics puting)
Includes bibliographical references and indexes.
ISBN 978-1-4757-2962-7 ISBN 978-1-4757-2960-3 (eBook)
DOI -1-4757-2960-3
1. Monte Carlo method. 2. Random number generators. 1. Title.
II. Series.
1998
' 82-dc21 98-16709
Printed on acid-free paper.
© 1998 Springer Science+Business Media New York
Origina1ly published