Advances in Stochastic Simulation Methods

This is a volume consisting of selected papers that were presented at the 3rd St. Petersburg Workshop on Simulation held at St. Petersburg, Russia, during June 28-July 3, 1998. The Workshop is a regular international event devoted to mathematical problems of simulation and applied statistics organiz...

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Bibliographic Details
Other Authors: Balakrishnan, N. (Editor), Melas, V.B. (Editor), Ermakov, S. (Editor)
Format: eBook
Language:English
Published: Boston, MA Birkhäuser 2000, 2000
Edition:1st ed. 2000
Series:Statistics for Industry and Technology
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 13 On the Use of Symmetry in Optimal Design of Experiments
  • III: Statistical Inference
  • 14 Higher Order Moments of Order Statistics from the Pareto Distribution and Edgeworth Approximate Inference
  • 15 Higher Order Moments of Order Statistics from the Power Function Distribution and Edgeworth Approximate Inference
  • 16 Selecting from Normal Populations the One with the Largest Absolute Mean: Comon Unknown Variance Case
  • 17 Conditional Inference for the Parameters of Pareto Distributions when Observed Samples are Progressively Censored
  • IV: Applied Statistics and Related Topics
  • 18 On Randomizing Estimators in Linear Regression Models
  • 19 Nonstationary Generalized Automata with Periodically Variable Parameters and Their Optimization
  • 20 Power of Some Asymptotic Tests for Maximum Entropy
  • 21 Partially Inversion of Functions forStatistical Modelling of Regulatory Systems
  • 22 Simple Efficient Estimation for Three-Parameter Lognormal Distributions with pplications to Emissions Data and State Traffic Rate Data
  • I: Simulation Models
  • 1 Solving the Nonlinear Algebraic Equations with Monte Carlo Method
  • 2 Monte Carlo Algorithms For Neumann Boundary Value Problem Using Fredholm Representation
  • 3 Estimation Errors for Functionals on Measure Spaces
  • 4 The Multilevel Method of Dependent Tests
  • 5 Algebraic Modelling and Performance Evaluation of Acyclic Fork-Join Queueing Networks
  • II: Experimental Designs
  • 6 Analytical Theory of E-Optimal Designs for Polynomial Regression
  • 7 Bias Constrained Minimax Robust Designs for Misspecified Regression Models
  • 8 A Comparative Study of MV- and SMV-Optimal Designs for Binary Response Models
  • 9 On the Criteria for Experimental Design in Nonlinear Error-In-Variables Models
  • 10 On Generating and Classifying all q71-m-1Regularly Blocked Factional Designs
  • 11 Locally Optimal Designs in Non-Linear Regression: A Case Study of the Michaelis-Menten Function
  • 12 D-Optimal Designs for Quadratic Regression Models