Holdings: Applied stochastic modelling

Applied stochastic modelling:

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Bibliographic Details
Main Author:	Morgan, Byron J. T. (Author)
Format:	Book
Language:	English
Published:	London Arnold 2000
Edition:	1. publ.
Series:	Arnold texts in statistics
Subjects:	Stochastic processes Computersimulaties MATLAB Modelos matemáticos Processos estocasticos Statistische analyse Stochastische modellen Mathematisches Modell Mathematical models Stochastic processes > Mathematical models Stochastisches Modell
Online Access:	Inhaltsverzeichnis
Physical Description:	XXII, 297 S. graph. Darst.
ISBN:	0340740418

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MARC


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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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spelling	Morgan, Byron J. T. Verfasser aut Applied stochastic modelling Byron J. T. Morgan 1. publ. London Arnold 2000 XXII, 297 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Arnold texts in statistics 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 rswk-swf Stochastisches Modell (DE-588)4057633-4 s DE-604 GBV Datenaustausch application/pdf 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 Inhaltsverzeichnis
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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