Monte Carlo methods utilizing Mathematica® : applications in inverse transform and acceptance-rejection sampling /
This book provides practical demonstrations of how to carry out definite integrals with Monte Carlo methods using Mathematica and using random variates sampled by the inverse transform method. The author covers the acceptance-rejection method using uniform, linear, Gaussian, and exponential probabil...
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| Format: | Book |
| Language: | English |
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Cham :
Springer,
2023
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| Series: | Synthesis lectures on mathematics & statistics (Springer (Firm))
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