[内容简介]
    罗斯编著的《统计模拟（英文版第5版）》是统计模拟类最畅销的教材，已被全球众多高校采用，如加州大学伯克利分校、哥伦比亚大学、伊利诺伊州立大学、华盛顿大学圣路易斯分校、南加州大学、康涅狄格大学等。书中介绍了统计模拟的最新方法和技术，有丰富的金融、优化等领域的应用实例，强调方差缩减技术，还有一章专门介绍MCMC方法。《统计模拟（英文版第5版）》显著提升，全面修订和更新，不但各章都新增了很多内容和习题，还增加了两章内容，即“多元正态分布与Copulus”和“高级方差缩减技术”。
[目录]
Preface
1　Introduction
Exercises

2　Elements of Probability
2.1　Sample Space and Events
2.2　Axioms of Probability
2.3　Conditional Probability and Independence
2.4　Random Variables
2.5　Expectation
2.6　Variance
2.7　Chebyshev's Inequality and the Laws of Large Numbers
2.8　Some Discrete Random Variables
2.9　Continuous Random Variables
2.10 Conditional Expectation and Conditional Variance
Exercises
Bibliography

3　Random Numbers
Introduction
3.1　Pseudorandom Number Generation
3.2　Using Random Numbers to Evaluate Integrals
Exercises
Bibliography

4　Generating Discrete Random Variables
4.1　The Inverse Transform Method
4.2　Generating a Poisson Random Variable
4.3　Generating Binomial Random Variables
4.4　The Acceptance-Rejection Technique
4.5　The Composition Approach
4.6　The Alias Method for Generating Discrete Random
Variables
4.7　Generating Random Vectors
Exercises

5　Generating Continuous Random Variables
Introduction
5.1　The Inverse Transform Algorithm
5.2　The Rejection Method
5.3　The Polar Method for Generating Normal Random
Variables
5.4　Generating a Poisson Process
5.5　Generating a Nonhomogeneous Poisson Process
5.6　Simulating a Two-Dimensional Poisson Process
Exercises
Bibliography

6　The Multivariate Normal Distributiori and COPulas
Introduction
6.1　The Multivariate Normal
6.2　Generating a Multivariate Normal Random Vector
6.3　Copulas
6.4　Generating Variables from Copula Models
Exercises

7　The Discrete Event Simulation Approach
Introduction
7.1　Simulation via Discrete Events
7.2　A Single-Server Queueing System
7.3　A Queueing System with Two Servers in Series
7.4　A Queueing System with Two Parallel Servers
7.5　An Inventory Model
7.6　An Insurance Risk Model
7.7　A Repair Problem
7.8　Exercising a Stock Option
……

8　Statistical Analysis of Simulated Data
9　Variance Reduction Techniques　
10　AdditionaIVoriance Reduction Techniques
11　Statistical Validation Techniques　
12　Markov Chain Monte Carlo Methods　
Index