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Simulation,

Edition 6

Editors: By Sheldon M. Ross

Publication Date: 06 Nov 2022

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Simulation, Sixth Edition continues to introduce aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers will learn to apply the results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions. By explaining how a computer can be used to generate random numbers and how to use these random numbers to generate the behavior of a stochastic model over time, this book presents the statistics needed to analyze simulated data and validate simulation models.

Key Features

Includes updated content throughout
Offers a wealth of practice exercises as well as applied use of free software package R
Features the author’s well-known, award-winning and accessible approach to complex information

About the author

By Sheldon M. Ross, Professor, Department of Industrial and Systems Engineering, University of Southern California, Los Angeles, USA

1. Introduction
2. Elements of Probability
3. Random Numbers
4. Generating Discrete Random Variables
5. Generating Continuous Random Variables
6. The Multivariate Normal Distribution and Copulas
7. The Discrete Event Simulation Approach
8. Statistical Analysis of Simulated Data
9. Variance Reduction Techniques
10. Additional Variance Reduction Techniques
11. Statistical Validation Techniques
12. Markov Chain Monte Carlo Methods

Title Reviews

"This textbook contains and describes all the tools one needs to plan and to carry out a simulation study as well as to analyze its results."—J.Wolters, zbMATH Open

"It presents the statistics needed to analyze simulated data and to validate the simulation model. In this edition, several new topics are included as well as a number of new exercises."—Vigirdas Mackevicius, zbMATH Open

ISBN: 9780323857390

Page Count: 336

Illustrations : Approx. 150 illustrations

Retail Price (USD) :

9780128143469; 9780123814166; 9780470533314

Students at the advanced undergraduate / early graduate level taking a course in Simulation, found in many different departments, including: Computer Science, Industrial Engineering, Operations Research, Statistics, Mathematics, Electrical Engineering, and Quantitative Business Analysis.
Researchers/Professionals

Simulation,

Editors: By Sheldon M. Ross

Key Features

About the author

Title Reviews

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