Simulation, Third Edition (Statistical Modeling and Decision Science) (Hardcover)

~ (Author) "Consider the following situation faced by a pharmacist who is thinking of setting up a small pharmacy where he will fill prescriptions..." (more)
Key Phrases: raw simulation estimator, whose limiting probabilities, using antithetic variables, New York, Monte Carlo, Repeat Exercise (more...)

Editorial Reviews

Review

"...quite useful as a reference for the applied statistician." -- TECHNOMETRICS

"...quite useful as a reference for the applied statistician."
--TECHNOMETRICS -- Review --This text refers to an out of print or unavailable edition of this title.

Review

"The book serves as an informative text and valuable reference...Whether as a text or a elementary reference, this book is indeed worth owning."
- JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

See all Editorial Reviews

Product Details

• Hardcover: 274 pages
• Publisher: Academic Press; 3 edition (January 10, 2002)
• Language: English
• ISBN-10: 0125980531
• ISBN-13: 978-0125980531
• Product Dimensions: 9.3 x 6.2 x 0.7 inches
• Shipping Weight: 1.2 pounds
• Average Customer Review: 5.0 out of 5 stars  See all reviews (2 customer reviews)
• Amazon.com Sales Rank: #409,672 in Books (See Bestsellers in Books)

Customer Reviews

Most Helpful Customer Reviews

1 of 1 people found the following review helpful:

5.0 out of 5 stars Excellent review of simulation techniques at an intermediate level., August 21, 2007

By	Lars Ängquist (Malmö (Sweden)) - See all my reviews (REAL NAME)

According to the books I have consulted by S. M. Ross, I consider him to
be a tremendous author, with this book being my absolute favourite. It
is inspirational, clear, creative and (most of all) fun to read.

Starting off from the very basics regarding probability, random numbers
and generation of random variables, Professor Ross steadily guides the
reader through, for instance, simulation with respect to some queueing
systems, validation techniques (e.g. goodness-of-fit tests;
Kolmogorov-Smirnov tests), the standard MCMC-methods and various variance
reduction techniques. The latter chapter is the one that I found most
enlightening including, for instance, a certainly rewarding section on
importance sampling (weighted simulation). Throughout, a lot of
well-chosen examples enhance students/readers understanding and interest
of the subject.

One might note that this is by no means the most advanced or complete book
on Monte Carlo simulation out there, see e.g.

Monte Carlo Statistical Methods (Springer Texts in Statistics)

or

Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability),

rather it evolves at an intermediate level covering a few more advanced
concepts as, for example, coupling from the past. But, having this in
mind, this is the book to get. Pure concentrated fun (xiii+274 pages).
Final note: In 2006 the fourth edition was launched. [Simulation, Fourth Edition]

26 of 40 people found the following review helpful:

5.0 out of 5 stars A reader from Saudi Arabia, August 22, 1999

By A Customer

This review is from: Simulation, Second Edition: Programming Methods and Applications (Statistical Modeling and Decision Science) (Hardcover)

This is an excelent textbook explaining what simulation means and how to deepen your knowalge. You have to be a good programmer in order to use this book (and simulation generally)and the author should have added an andex for such a language and how its connection with simualtion ( C or C++) although my experience would elect MATLAB as prefernce!! This text does not requir any prior experience regarding simulatin although taking a course in statistics and probability would be advantageous!!