ISSN:
1436-4646
Keywords:
Design of experiments
;
normal random variates
;
pseudorandom
;
simulation
;
statistical inference
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract More and more problems are being tackled by simulation as large computing costs per hour approach those of mathematicians' time. Abuses of simulation arise from ignorance or careless use of little understood procedures, and some of the fundamental tools of the subject are much less well understood than commonly supposed. This is illustrated here by the saga of pseudorandom number generators, normal variate generators and the analysis of queueing system simulations. On the positive side, genuinely new uses of simulation are appearing, particularly in statistical inference. These are exemplified by recursive algorithms for simulating complex systems and simulation-based likelihood inference for point processes.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01589392
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