ENGLISH

Numerical methods of statistics

By Monahan J.F.

Book information

Publisher
CUP
Year
2011
ISBN
0521139511, 9780521139519
Language
english
Format
PDF
Filesize
3 MB (3622347 bytes)
Series
Cambridge Series in Statistical and Probabilistic Mathematics
Edition
2ed
Pages
465\465
Library
Kolxo3
Time added
2011-07-22 07:35:22

Description

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 in from the author's Web site. New in this second edition are demonstrations coded in R, as well as new sections on linear programming and the Nelder-Mead search algorithm.

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