Ross, Sheldon M.

Simulation / Sheldon M. Ross. - 2nd ed. - San Diego : Academic Press, c1997. - xii, 282 p. : ill ; 24 cm. + hbk. - Statistical modeling and decision science .

Rev. ed. of: A course in simulation. c1990.

Includes bibliographical references and index.

Introduction -- Elements of probability -- Random numbers -- Generating discrete random variables -- Generating continuous random variables -- The discrete event simulation approach -- Statistical analysis of simulated data -- Variance reduction techniques -- Statistical validation techniques -- Markov chain Monte Carlo methods -- Some additional topics.

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Random variables.
Probabilities.
Computer simulation.

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