Download or read book Simultaneous Estimation of Large Numbers of Extreme Quantiles in Simulation Experiments written by Alvin S. Goodman and published by . This book was released on 1971 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: The large random access memory and high internal speeds of present day computers can be used to increase the efficiency of large-scale simulation experiments by estimating simultaneously several quantiles of each of several statistics. In order to do this without inordinately increasing programming complexity, quantile estimation schemes are required which are simple and do not depend on special features of the distributions of the statistics considered. The author discusses limitations, when the probability level alpha is very high or very low, of two basic methods of estimating quantiles. One method is the direct use of order statistics; the other is based on the use of stochastic approximation. Several modifications of these two estimation schemes are considered. In particular a simple and computationally efficient transformation of the simulation data is proposed and the properties (i.e. bias and variance) of quantile estimates based on this scheme are discussed. (Author).
Download or read book Selected Papers written by Herbert Robbins and published by Springer. This book was released on 2012-12-06 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: Herbert Robbins is widely recognized as one of the most creative and original mathematical statisticians of our time. The purpose of this book is to reprint, on the occasion of his seventieth birthday, some of his most outstanding research. In making selections for reprinting we have tried to keep in mind three potential audiences: (1) the historian who would like to know Robbins' seminal role in stimulating a substantial proportion of current research in mathematical statistics; (2) the novice who would like a readable, conceptually oriented introduction to these subjects; and (3) the expert who would like to have useful reference material in a single collection. In many cases the needs of the first two groups can be met simulta neously. A distinguishing feature of Robbins' research is its daring originality, which literally creates new specialties for subsequent generations of statisticians to explore. Often these seminal papers are also models of exposition serving to introduce the reader, in the simplest possible context, to ideas that are important for contemporary research in the field. An example is the paper of Robbins and Monro which initiated the subject of stochastic approximation. We have also attempted to provide some useful guidance to the literature in various subjects by supplying additional references, particularly to books and survey articles, with some remarks about important developments in these areas.
Download or read book Proceedings of the Statistical Computing Section written by American Statistical Association. Statistical Computing Section and published by . This book was released on 1986 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Papers presented at the annual meeting of the American Statistical Association ...
Download or read book Statistical Techniques in Simulation written by Jack P. C. Kleijnen and published by . This book was released on 1974 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fundamentals of simulation; The statistical aspects of simulation; Variance reduction techniques; The design and analysis of experiments; Sample size and reliability; Monte Carlo experimentation with bechhofer and blumenthal's multiple ranking procedures: a case study.
Download or read book Government Reports Announcements written by and published by . This book was released on 1972-10 with total page 1290 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Winter Simulation Conference written by and published by . This book was released on 1971 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Government Reports Announcements Index written by and published by . This book was released on 1984 with total page 1176 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Journal of the American Statistical Association written by and published by . This book was released on 1993 with total page 1550 pages. Available in PDF, EPUB and Kindle. Book excerpt: A scientific and educational journal not only for professional statisticians but also for economists, business executives, research directors, government officials, university professors, and others who are seriously interested in the application of statistical methods to practical problems, in the development of more useful methods, and in the improvement of basic statistical data.
Download or read book Government Reports Index written by and published by . This book was released on 1972 with total page 1176 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Modeling and Simulation written by and published by . This book was released on 1990 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mechanical Fatigue of Metals written by José A.F.O. Correia and published by Springer. This book was released on 2019-05-07 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of the XIX International Colloquium on Mechanical Fatigue of Metals, held at the Faculty of Engineering of the University of Porto, Portugal, 5-7 September 2018. This International Colloquium facilitated and encouraged the exchange of knowledge and experiences among the different communities involved in both basic and applied research in the field of the fatigue of metals, looking at the problem of fatigue exploring analytical and numerical simulative approaches. Fatigue damage represents one of the most important types of damage to which structural materials are subjected in normal industrial services that can finally result in a sudden and unexpected abrupt fracture. Since metal alloys are still today the most used materials in designing the majority of components and structures able to carry the highest service loads, the study of the different aspects of metals fatigue attracts permanent attention of scientists, engineers and designers.
Download or read book Performance Modeling for Computer Architects written by C. M. Krishna and published by John Wiley & Sons. This book was released on 1995-10-14 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: As computers become more complex, the number and complexity of the tasks facing the computer architect have increased. Computer performance often depends in complex way on the design parameters and intuition that must be supplemented by performance studies to enhance design productivity. This book introduces computer architects to computer system performance models and shows how they are relatively simple, inexpensive to implement, and sufficiently accurate for most purposes. It discusses the development of performance models based on queuing theory and probability. The text also shows how they are used to provide quick approximate calculations to indicate basic performance tradeoffs and narrow the range of parameters to consider when determining system configurations. It illustrates how performance models can demonstrate how a memory system is to be configured, what the cache structure should be, and what incremental changes in cache size can have on the miss rate. A particularly deep knowledge of probability theory or any other mathematical field to understand the papers in this volume is not required.
Download or read book Selected Water Resources Abstracts written by and published by . This book was released on 1985 with total page 690 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1988 with total page 1008 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1985 with total page 964 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Introduction to Probability written by Joseph K. Blitzstein and published by CRC Press. This book was released on 2014-07-24 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developed from celebrated Harvard statistics lectures, Introduction to Probability provides essential language and tools for understanding statistics, randomness, and uncertainty. The book explores a wide variety of applications and examples, ranging from coincidences and paradoxes to Google PageRank and Markov chain Monte Carlo (MCMC). Additional application areas explored include genetics, medicine, computer science, and information theory. The print book version includes a code that provides free access to an eBook version. The authors present the material in an accessible style and motivate concepts using real-world examples. Throughout, they use stories to uncover connections between the fundamental distributions in statistics and conditioning to reduce complicated problems to manageable pieces. The book includes many intuitive explanations, diagrams, and practice problems. Each chapter ends with a section showing how to perform relevant simulations and calculations in R, a free statistical software environment.
