Monte Carlo simulation has become one of the most important tools in all fields of science. Simulation methodology relies on a good source of numbers that appear to be random. These "pseudorandom" numbers must pass statistical tests just as random samples would. Methods for producing pseudorandom nu[...]
Matrix algebra is one of the most important areas of mathematics for data analysis and for statistical theory. This much-needed work presents the relevant aspects of the theory of matrix algebra for applications in statistics. It moves on to consider the various types of matrices encountered in stat[...]
Computational inference is based on an approach to statistical methods that uses modern computational power to simulate distributional properties of estimators and test statistics. This book describes computationally intensive statistical methods in a unified presentation, emphasizing techniques, su[...]