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To perform computer simulation successfully, two rather different sets of skills are required. One of these relates to programming: a simulation program should do what its author intends and do it efficiently. The other is concerned with the collection and analysis of data: statistical tools have to be used in order to obtain with a minimum of effort, accurate and reliable estimates for the desired performance measures. Dr Mitrani covers both of these aspects of the simulation method. The important topics of point and interval estimation, simulation efficiency and the analysis of simulation experiments are discussed in detail. This book, first published in 1982, will be useful to both undergraduate and postgraduate students taking courses on simulation in departments of computer science, operations research and statistics in universities and polytechnics. It will be of benefit also to practitioners in the field.
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- Date Published: January 1983
- format: Paperback
- isbn: 9780521282826
- length: 196 pages
- dimensions: 229 x 152 x 11 mm
- weight: 0.3kg
- availability: Available
Table of Contents
1. Introduction to the simulation method
2. Construction of simulation programs
3. Simulation examples
4. Pseudo-random number sequences
5. Collection and analysis of simulation data
6. Variance reduction methods
7. Design and analysis of simulation experiments
Appendix 1. A SIMULA primer
Appendix 2. A probability theory primer
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