عنوان

Statistics and simulation :

(Number (ISBN

3319760351

(Number (ISBN

9783319760353

Erroneous ISBN

3319760343

Erroneous ISBN

9783319760346

Title Proper

Statistics and simulation :

General Material Designation

[Book]

Other Title Information

IWS 8, Vienna, Austria, September 2015 /

First Statement of Responsibility

Jurgen Pilz, Dieter Rasch, Viatcheslav B. Melas, Karl Moder, editors.

Place of Publication, Distribution, etc.

Cham, Switzerland :

Name of Publisher, Distributor, etc.

Springer,

Date of Publication, Distribution, etc.

2018.

Specific Material Designation and Extent of Item

1 online resource

Series Title

Springer proceedings in mathematics & statistics ;

Volume Designation

v. 231

Text of Note

Intro; Preface; Contents; Contributors; Part I Invited Papers; 1 Design and Analysis of Simulation Experiments; 1.1 Introduction; 1.2 Basic Linear Regression and Designs; 1.3 Assumptions Versus Practice; 1.4 Factor Screening: Sequential Bifurcation; 1.5 Kriging Metamodels and Their Designs; 1.6 Simulation Optimization; References; 2 A Review of Simulation Usage in the New Zealand Electricity Market; 2.1 Introduction to Wholesale Electricity Markets; 2.1.1 Pricing of Electricity; 2.2 The New Zealand Electricity Market; 2.2.1 The Need for Simulation: Pricing in the NZEM.

Text of Note

2.3 Optimal Offers for Generation2.3.1 A Simplified Problem; 2.3.2 Using Simulation for the General Problem; 2.4 Bid Optimization for Large Consumers of Electricity; 2.4.1 Reserve Co-optimization; 2.4.2 Optimization of Consumption and Reserves; 2.5 Conclusions; References; 3 Power and Sample Size Considerations in Psychometrics; 3.1 Introduction; 3.2 Power and Sample Size in a Conditional Maximum Likelihood Framework; 3.3 Power of Pseudo-Exact or Conditional Tests of Assumptions of the Rasch Model; 3.4 Linear Models and Least Squares Approach; 3.5 Numerical Examples and Comparisons.

Text of Note

3.6 DiscussionReferences; 4 Bootstrap Change Point Testing for Dependent Data; 4.1 Introduction; 4.2 Procedures with Weakly Dependent Regressors and Errors; 4.3 Dependent Wild Bootstrap; 4.4 Simulations; References; Part II Simulation for Mathematical Modeling and Analysis; 5 The Covariation Matrix of Solution of a Linear Algebraic System by the Monte Carlo Method; 5.1 Introduction; 5.2 The Monte Carlo Method of Solution; 5.3 Sufficient Conditions for the Convergence of the Series tildeH; 5.4 The Covariation Matrix R of the Vector; 5.5 Estimate of the Number of Iterations M.

Text of Note

5.6 Numerical Examples5.7 Conclusions; References; 6 Large-Scale Simulation of Acoustic Waves in Random Multiscale Media; 6.1 Introduction; 6.2 The Model and Governing Equation; 6.3 Subgrid Modeling; 6.3.1 The Anisotropic Case; 6.4 Numerical Verification of the Above Obtained Formulas; 6.5 Conclusion; References; 7 Parameter Inference for Stochastic Differential Equations with Density Tracking by Quadrature; 7.1 Introduction; 7.2 Methods; 7.3 Results; 7.4 Discussion and Conclusion; References; 8 New Monte Carlo Algorithm for Evaluation of Outgoing Polarized Radiation; 8.1 Introduction.

Text of Note

8.2 Mathematical Model of Polarized Light Propagation and the Problem Statement8.3 A Modification of N.N. Chentsov Method for an Unknown Probability Density Evaluation in Application to the Problem of Evaluation of an Angular Distribution of the Radiation Scattered by Media; 8.4 Numerical Results and Discussion; 8.5 Conclusion; References; Part III Simulation for Stochastic Processes and Their Applications; 9 Simulation of Stochastic Processes with Generation and Transport of Particles; 9.1 Introduction; 9.2 Evolution of Branching Random Walks; 9.3 Simulation of Branching Random Walks.

0

8

8

8

8

Text of Note

This volume features original contributions and invited review articles on mathematical statistics, statistical simulation and experimental design. The selected peer-reviewed contributions originate from the 8th International Workshop on Simulation held in Vienna in 2015. The book is intended for mathematical statisticians, Ph. D. students and statisticians working in medicine, engineering, pharmacy, psychology, agriculture and other related fields. The International Workshops on Simulation are devoted to statistical techniques in stochastic simulation, data collection, design of scientific experiments and studies representing broad areas of interest. The first 6 workshops took place in St. Petersburg, Russia, in 1994 - 2009 and the 7th workshop was held in Rimini, Italy, in 2013.

Source for Acquisition/Subscription Address

Springer Nature

Stock Number

com.springer.onix.9783319760353

International Standard Book Number

9783319760346

Parallel Title

IWS 8

Perfect simulation (Statistics), Congresses.

3D graphics & modelling.

Mathematical & statistical software.

Perfect simulation (Statistics)

Probability & statistics.

REFERENCE-- Questions & Answers.

PBT

REF-- 018000

Number

Edition

Class number

Melas, V. B., (Vi︠a︡cheslav Borisovich)

Moder, Karl.

Pilz, Jürgen,1951-

Rasch, Dieter.

International Workshop on Simulation(8th :2015 :, Vienna, Austria)

Date of Transaction

20200823110544.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y