Applied stochastic modelling
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Arnold
2000
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| Ausgabe: | 1. publ. |
| Schriftenreihe: | Arnold texts in statistics
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| Online-Zugang: | Inhaltsverzeichnis |
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| 245 | 1 | 0 | |a Applied stochastic modelling |c Byron J. T. Morgan |
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| 264 | 1 | |a London |b Arnold |c 2000 | |
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Datensatz im Suchindex
| DE-BY-TUM_call_number | 0102/MAT 605f 2001 A 25508 |
|---|---|
| DE-BY-TUM_katkey | 1161400 |
| DE-BY-TUM_media_number | 040010570042 |
| _version_ | 1816711950755692544 |
| adam_text | APPLIED STOCHASTIC MODELLING BYRON J T MORGAN PROFESSOR OF APPLIED
STATISTICS UNIVERSITY OF KENT AT CANTERBURY CANTERBURY, UK ARNOLD A
MEMBER OF THE HODDER HEADLINE GROUP LONDON CO-PUBLISHED IN THE USA BY
OXFORD UNIVERSITY PRESS INC., NEW YORK CONTENTS SERIES PREFACE XI
PREFACE XIII NOTATION AND GLOSSARY XV INDEX OF DATA SETS XIX INDEX OF
MATLAB PROGRAMS XXI 1 INTRODUCTION AND EXAMPLES 1 1.1 INTRODUCTION 1 1.2
EXAMPLES OF DATA SETS 3 1.3 DISCUSSION 10 EXERCISES S 1 1 2 BASIC MODEL
FITTING 13 2.1 INTRODUCTION 13 2.2 MAXIMUM-LIKELIHOOD ESTIMATION FOR A
GEOMETRIC MODEL 13 2.3 MAXIMUM-LIKELIHOOD ESTIMATION FOR THE
BETA-GEOMETRIC MODEL 17 2.4 MODELLING POLYSPERMY 20 2.5 WHICH MODEL? 25
2.6 WHAT IS A MODEL FOR? 26 2.7* MECHANISTIC MODELS 27 2.8 DISCUSSION 28
EXERCISES 29 3 FUNCTION OPTIMIZATION 35 3.1 INTRODUCTION 35 3.2 MATLAB
VV 37 3.3 DETERMINISTIC SEARCH METHODS 39 3.4 STOCHASTIC SEARCH METHODS
50 3.5 ACCURACY AND A HYBRID APPROACH 58 VIII CONTENTS 3.6 DISCUSSION 58
EXERCISES 60 4 BASIC LIKELIHOOD TOOLS 67 4.1 INTRODUCTION 67 4.2
ESTIMATING STANDARD ERRORS AND CORRELATIONS 70 4.3 LOOKING AT SURFACES:
PROFILE LIKELIHOODS 74 4.4 CONFIDENCE REGIONS FROM PROFILES 77 4.5
HYPOTHESIS TESTING IN MODEL SELECTION 84 4.6 SCORE AND WALD TESTS 90 4.7
CLASSICAL GOODNESS OF FIT 95 4.8 MODEL SELECTION BIAS 96 4.9 DISCUSSION
97 EXERCISES 97 5 GENERAL PRINCIPLES 103 5.1 INTRODUCTION 103 5.2
PARAMETERIZATION 103 5.3* PARAMETER REDUNDANCY 110 5.4 BOUNDARY
ESTIMATES 116 5.5 REGRESSION AND INFLUENCE 116 5.6 THE EM ALGORITHM 118
5.7 ALTERNATIVE METHODS OF MODEL FITTING 129 5.8* NON-REGULAR PROBLEMS
132 5.9 DISCUSSION 134 EXERCISES 134 6 SIMULATION TECHNIQUES 145 6.1
INTRODUCTION 145 6.2 SIMULATING RANDOM VARIABLES 146 6.3 INTEGRAL
ESTIMATION 151 6.4 VERIFICATION 152 6.5* MONTE CARLO INFERENCE 153 6.6
ESTIMATING SAMPLING DISTRIBUTIONS 158 6.7 BOOTSTRAP 162 6.8 MONTE CARLO
TESTING 166 6.9 DISCUSSION 169 EXERCISES 169 7 BAYESIAN METHODS AND
MARKOV CHAIN MONTE CARLO 173 7.1 BASIC BAYES 173 7.2 THREE ACADEMIC
EXAMPLES 174 7.3 THE GIBBS SAMPLER 175 CONTENTS IX 7.4 THE
METROPOLIS-HASTINGS ALGORITHM 187 7.5 A HYBRID APPROACH 193 7.6 THE DATA
AUGMENTATION ALGORITHM 193 7.7 MODEL-PROBABILITIES 194 7.8 MODEL
AVERAGING 196 7.9 DISCUSSION ^ 198 EXERCISES 198 8 GENERAL FAMILIES OF
MODELS 203 8.1 COMMON STRUCTURE 203 8.2 GENERALIZED LINEAR MODELS 203
8.3 GENERALIZED LINEAR MIXED MODELS 211 8.4 GENERALIZED ADDITIVE MODELS
213 8.5 DISCUSSION 221 EXERCISES 223 APPENDIX A: PROBABILITY AND
STATISTICS REFERENCE 229 A.I DISTRIBUTIONS 229 A.2 THE POISSON PROCESS
231 A.3 NORMAL QUADRATIC FORMS 232 A.4 MARKOV CHAINS 232 APPENDIX B:
ASPECTS OF MATLAB 235 B.I INTRODUCTION 235 B.2 M-FILES AND FUNCTIONS 236
B.3 SOME USEFUL FEATURES 237 APPENDIX C: KERNEL DENSITY ESTIMATION 241
SOLUTIONS AND COMMENTS FOR SELECTED EXERCISES 245 REFERENCES 273 INDEX
287
|
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| building | Verbundindex |
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| classification_rvk | SK 830 |
| classification_tum | DAT 605f |
| ctrlnum | (OCoLC)40882728 (DE-599)BVBBV012532616 |
| dewey-full | 511/.8 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 511 - General principles of mathematics |
| dewey-raw | 511/.8 |
| dewey-search | 511/.8 |
| dewey-sort | 3511 18 |
| dewey-tens | 510 - Mathematics |
| discipline | Informatik Mathematik |
| edition | 1. publ. |
| format | Book |
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| id | DE-604.BV012532616 |
| illustrated | Illustrated |
| indexdate | 2024-11-25T17:16:24Z |
| institution | BVB |
| isbn | 0340740418 |
| language | English |
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| oclc_num | 40882728 |
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| owner_facet | DE-739 DE-384 DE-91G DE-BY-TUM DE-634 DE-188 |
| physical | XXII, 297 S. graph. Darst. |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Arnold |
| record_format | marc |
| series2 | Arnold texts in statistics |
| spellingShingle | Morgan, Byron J. T. Applied stochastic modelling Stochastic processes cabt Computersimulaties gtt MATLAB gtt Modelos matemáticos larpcal Processos estocasticos larpcal Statistische analyse gtt Stochastic processes Stochastische modellen gtt Mathematisches Modell Mathematical models Stochastic processes Mathematical models Stochastisches Modell (DE-588)4057633-4 gnd |
| subject_GND | (DE-588)4057633-4 |
| title | Applied stochastic modelling |
| title_auth | Applied stochastic modelling |
| title_exact_search | Applied stochastic modelling |
| title_full | Applied stochastic modelling Byron J. T. Morgan |
| title_fullStr | Applied stochastic modelling Byron J. T. Morgan |
| title_full_unstemmed | Applied stochastic modelling Byron J. T. Morgan |
| title_short | Applied stochastic modelling |
| title_sort | applied stochastic modelling |
| topic | Stochastic processes cabt Computersimulaties gtt MATLAB gtt Modelos matemáticos larpcal Processos estocasticos larpcal Statistische analyse gtt Stochastic processes Stochastische modellen gtt Mathematisches Modell Mathematical models Stochastic processes Mathematical models Stochastisches Modell (DE-588)4057633-4 gnd |
| topic_facet | Stochastic processes Computersimulaties MATLAB Modelos matemáticos Processos estocasticos Statistische analyse Stochastische modellen Mathematisches Modell Mathematical models Stochastic processes Mathematical models Stochastisches Modell |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008509160&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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