000 01871cam a22002294a 4500
003 OSt
005 20220324111652.0
008 000426s2001 enka b 000 0 eng
020 _a0521791685
040 _ctshering
082 0 0 _a519.5 MON
100 1 _aMonahan, John F.
245 1 0 _aNumerical methods of statistics :
_bCambridge series in statistical and probabilistic mathematics /
_cJohn F Monahan
260 _aCambridge :
_aNew York :
_bCambridge University Press,
_c2001.
300 _axiv, 428 p. :
_bill. ;
_c26 cm.
504 _aInclude index.
520 _a 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 from the author's website. New in this second edition are demonstrations coded in R, as well as new sections on linear programming and the Nelder-Mead search algorithm
650 0 _aMathematical statistics.
_xData processing.
650 0 _aNumerical analysis.
650 0 _aMATHEMATICS
_xProbability & Statistics
_xGeneral.
942 _2ddc
_cBK
999 _c4880
_d4880