Teaching GuideTerm Faculty of Computer Science |
Mestrado Universitario en Técnicas Estadísticas (Plan 2019) |
Subjects |
Statistical Simulation |
Sources of information |
Identifying Data | 2022/23 | |||||||||||||
Subject | Statistical Simulation | Code | 614493122 | |||||||||||
Study programme |
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Descriptors | Cycle | Period | Year | Type | Credits | |||||||||
Official Master's Degree | 2nd four-month period |
First | Optional | 5 | ||||||||||
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Basic |
Cao, R. (2002). Introducción a la simulación y a la teoría de colas. Netbiblo Fernández-Casal, R. y Cao, R. (2022). Simulación Estadística. https://rubenfcasal.github.io/simbook Gentle, J.E. (2003). Random number generation and Monte Carlo methods. Springer-Verlag Jones, O., Maillardet, R. y Robinson A. (2009). Introduction to Scientific Programming and Simulation Using R. CRC Robert, C.P. y Casella G. (2010). Introducing Monte Carlo Methods with R. Springer |
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Complementary |
Bratley, P. (1990). A guide to simulation. Springer-Verlag Devroye, L. (1986). Non-uniform random variate generation. Springer-Verlag Evans, M. y Swartz, T. (2000). Approximating integrals via Monte Carlo and . Oxford University Press Ripley, B.D. (1987). Stochastic Simulation. Wiley Ross, S.M. (1999). Simulación. Prentice Hall Robert, C.P. y Casella, G. (2004). Monte Carlo statistical methods. Springer-Verlag |
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