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Design and Analysis of Simulation Experiments

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Kurzbeschreibung

This book is devoted to a new branch of experimental design theory called simulation experimental design. There are many books devoted either to the theory of experimental design or to system simulation techniques, but in this book an approach to combine both fields is developed. Especially the mathematical theory of such universal variance reduction techniques as splitting and Russian Roulette is explored. The book contains a number of results on regression design theory related to nonlinear problems, the E-optimum criterion and designs which minimize bias. Audience: This volume will be of value to readers interested in systems simulation, applied statistics and numerical methods with basic knowledge of applied statistics and linear algebra.

Details
Schlagworte

Titel: Design and Analysis of Simulation Experiments
Autoren/Herausgeber: Sergey Ermakov, Viatcheslav Melas
Aus der Reihe: Mathematics and Its Applications
Ausgabe: 1995

ISBN/EAN: 9780792336624

Seitenzahl: 200
Format: 29,7 x 21 cm
Produktform: Hardcover/Gebunden
Gewicht: 1,050 g
Sprache: Englisch

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