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Numerical Methods Of Statistics

by John F Monahan
Numerical Methods Of Statistics

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ISBN13: 9780521791687
ISBN10: 0521791685



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Synopses & Reviews

Publisher Comments

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. The book concludes with an examination of sorting, FFT and the application of other "fast" algorithms to statistics. Each chapter contains exercises that range in difficulty as well as examples of the methods at work. Most of the examples are accompanied by demonstration code available on a floppy disk included with the book.

Synopsis

Provides a basic background in numerical analysis and its applications in statistics.

Synopsis

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. The book concludes with an examination of sorting, FFT and the application of other "fast" algorithms to statistics. Each chapter contains exercises that range in difficulty as well as examples of the methods at work. Most of the examples are accompanied by demonstration code available on a floppy disk included with the book.

Table of Contents

1. Algorithms and computers; 2. Computer arithmetic; 3. Matrices and linear equations; 4. More methods for solving linear equations; 5. Least squares; 6. Eigenproblems; 7. Functions: interpolation, smoothing and approximation; 8. Introduction to optimization and nonlinear equations; 9. Maximum likelihood and nonlinear regression; 10. Numerical integration and Monte Carlo methods; 11. Generating random variables from other distributions; 12. Statistical methods for integration and Monte Carlo; 13. Markov chain Monte Carlo methods; 14. Sorting and fast algorithms.


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Product Details

ISBN:
9780521791687
Binding:
Hardcover
Publication date:
02/01/2001
Publisher:
CAMBRIDGE UNIVERSITY PRESS
Series info:
Cambridge series on statistical and probabilistic mathematics.
Pages:
444
Series Number:
7
Grade Range:
Professional and sch
Number of Units:
1
Copyright Year:
2001
Series Volume:
37
UPC Code:
2800521791689
Author:
John F Monahan
Subject:
Mathematical statistics
Subject:
Statistique mathâematique
Subject:
Analyse numâerique
Subject:
Numerical analysis
Subject:
Mathematical statistics -- Data processing.

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