Numerical Methods of Statistics
2nd Edition
Part of Cambridge Series in Statistical and Probabilistic Mathematics
- Author: John F. Monahan, North Carolina State University
- Date Published: June 2011
- availability: Available
- format: Paperback
- isbn: 9780521139519
Paperback
Other available formats:
Hardback, eBook
Looking for an inspection copy?
This title is not currently available on inspection
-
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.
Read more- Each chapter contains exercises that range from simple questions to research problems
- Most of the examples are accompanied by demonstration 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
Reviews & endorsements
Review from the previous edition '… an excellent tool both for self-study and for classroom teaching. It summarizes the state of the art well and provides a solid basis, through the programs that go with the book, for numerical experimentation and further development. All in all, this is a good book to have … I recommend it.' D. Denteneer, Mathematics of Computing
See more reviewsReview from the previous edition: '… this book grew out of notes for a statistical computing course … The goal of this course was to prepare the doctoral students with the computing tools needed for statistical research. I very much liked this book and recommend it for this use.' Jaromir Antoch, Zentralblatt für Mathematik
Review from the previous edition: '… a really nice introduction to numerical analysis. All the classical subjects of a numerical analysis course are discussed in a surprisingly short and clear way … When adapting the examples, the first half of the book can be used as a numerical analysis course for any other discipline …' Adhemar Bultheel, Bulletin of the Belgian Mathematical Society
Review from the previous edition: '… an extremely readable book. This would be an excellent book for a graduate-level course in statistical computing.' Journal of the American Statistical Association
Customer reviews
Not yet reviewed
Be the first to review
Review was not posted due to profanity
×Product details
- Edition: 2nd Edition
- Date Published: June 2011
- format: Paperback
- isbn: 9780521139519
- length: 464 pages
- dimensions: 254 x 178 x 25 mm
- weight: 0.82kg
- availability: Available
Table of Contents
1. Algorithms and computers
2. Computer arithmetic
3. Matrices and linear equations
4. More methods for solving linear equations
5. Least squares
6. Eigenproblems
7. Functions: interpolation, smoothing and approximation
8. Introduction to optimization and nonlinear equations
9. Maximum likelihood and nonlinear regression
10. Numerical integration and Monte Carlo methods
11. Generating random variables from other distributions
12. Statistical methods for integration and Monte Carlo
13. Markov chain Monte Carlo methods
14. Sorting and fast algorithms.
Sorry, this resource is locked
Please register or sign in to request access. If you are having problems accessing these resources please email lecturers@cambridge.org
Register Sign in» Proceed
You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.
Continue ×Are you sure you want to delete your account?
This cannot be undone.
Thank you for your feedback which will help us improve our service.
If you requested a response, we will make sure to get back to you shortly.
×