株式会社極東書店トップ商品一覧Introduction to Probability Simulation and Gibbs Sampling with R.

商品詳細

Introduction to Probability Simulation and Gibbs Sampling with R.

Introduction to Probability Simulation and Gibbs Sampling with R. Rによる確率シミュレーション・ギブスサンプリング入門

・ISBN 978-0-387-40273-4 soft EUR 99.99

¥26,726.- (税込) (※)価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。

お気に入り
著者・編者Suess, Eric A. / Trumbo, B. E.,
シリーズUse R!
出版社(Springer, US)
出版年月2010
ページ数307 pp.
言語ENG
ニュース番号<574-203>

解説

The first seven chapters use R for probability simulation and computation, including random number generation, numerical and Monte Carlo integration, and finding limiting distributions of Markov Chains with both discrete and continuous states. Applications include coverage probabilities of binomial confidence intervals, estimation of disease prevalence from screening tests, parallel redundancy for improved reliability of systems, and various kinds of genetic modeling. These initial chapters can be used for a non-Bayesian course in the simulation of applied probability models and Markov Chains. Chapters 8 through 10 give a brief introduction to Bayesian estimation and illustrate the use of Gibbs samplers to find posterior distributions and interval estimates, including some examples in which traditional methods do not give satisfactory results. WinBUGS software is introduced with a detailed explanation of its interface and examples of its use for Gibbs sampling for Bayesian estimation.
No previous experience using R is required. An appendix introduces R, and complete R code is included for almost all computational examples and problems (along with comments and explanations). Noteworthy features of the book are its intuitive approach, presenting ideas with examples from biostatistics, reliability, and other fields; its large number of figures; and its extraordinarily large number of problems (about a third of the pages), ranging from simple drill to presentation of additional topics. Hints and answers are provided for many of the problems. These features make the book ideal for students of statistics at the senior undergraduate and at the beginning graduate levels.