- Publisher: Springer-Verlag New York Inc. (March 15, 2010)
- Language: English
- ASIN: B010B9KS2Y
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- Average Customer Review: 9 customer reviews
- Amazon Best Sellers Rank: #12,632,098 in Books (See Top 100 in Books)
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[(Introducing Monte Carlo Methods with R )] [Author: Christian P. Robert] [Mar-2010] Paperback – March 15, 2010
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From my review on "Monte Carlo Statistical Methods": Monte Carlo theory is not an easy topic. This is easily a 2nd year MS/PhD level course. Anyone delving into the topic should be aware that it will require knowledge of MLE, sufficiency, Bayesian point estimation theory, convergence, etc. A good background to have before jumping into this topic would be material covered in the second half of Statistical Inference by Casella & Berger.
The authors previous book on Monte carlo methods coauthored with casella is so theoretical, it is not understandable unless you already know the stuff.
None of these books is suitable for self study.
There is a corresponding R package which contains all the code from the examples, so one can step through the examples in the text. Actually playing with these techniques is crucial for getting a feel for how they work and how to use them and this is probably as close as the authors can get to bringing that experience to the reader.
If you know absolutely nothing about Monte Carlo methods, this book will give you a taste of what they are and what they can be used for. It is a pretty short text and I would consider it fairly light reading so it should be worth the time investment. If you think that you probably need an in-depth knowledge of these methods, MCSM is probably a better use of time (it is also pretty easy reading for a math book).
same to download.packages