The Resource STATISTICS AND SIMULATION : IWS 8, Vienna, Austria, September 2015, (electronic book)  (electronic book)
STATISTICS AND SIMULATION : IWS 8, Vienna, Austria, September 2015, (electronic book)  (electronic book)
Resource Information
The item STATISTICS AND SIMULATION : IWS 8, Vienna, Austria, September 2015, (electronic book)  (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item STATISTICS AND SIMULATION : IWS 8, Vienna, Austria, September 2015, (electronic book)  (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.
This item is available to borrow from 1 library branch.
 Summary
 This volume features original contributions and invited review articles on mathematical statistics, statistical simulation and experimental design. The selected peerreviewed contributions originate from the 8th International Workshop on Simulation held in Vienna in 2015. The book is intended for mathematical statisticians, Ph.D. students and statisticians working in medicine, engineering, pharmacy, psychology, agriculture and other related fields. The International Workshops on Simulation are devoted to statistical techniques in stochastic simulation, data collection, design of scientific experiments and studies representing broad areas of interest. The first 6 workshops took place in St. Petersburg, Russia, in 1994 – 2009 and the 7th workshop was held in Rimini, Italy, in 2013
 Language
 eng
 Extent
 1 online resource.
 Contents

 Intro; Preface; Contents; Contributors; Part I Invited Papers; 1 Design and Analysis of Simulation Experiments; 1.1 Introduction; 1.2 Basic Linear Regression and Designs; 1.3 Assumptions Versus Practice; 1.4 Factor Screening: Sequential Bifurcation; 1.5 Kriging Metamodels and Their Designs; 1.6 Simulation Optimization; References; 2 A Review of Simulation Usage in the New Zealand Electricity Market; 2.1 Introduction to Wholesale Electricity Markets; 2.1.1 Pricing of Electricity; 2.2 The New Zealand Electricity Market; 2.2.1 The Need for Simulation: Pricing in the NZEM
 2.3 Optimal Offers for Generation2.3.1 A Simplified Problem; 2.3.2 Using Simulation for the General Problem; 2.4 Bid Optimization for Large Consumers of Electricity; 2.4.1 Reserve Cooptimization; 2.4.2 Optimization of Consumption and Reserves; 2.5 Conclusions; References; 3 Power and Sample Size Considerations in Psychometrics; 3.1 Introduction; 3.2 Power and Sample Size in a Conditional Maximum Likelihood Framework; 3.3 Power of PseudoExact or Conditional Tests of Assumptions of the Rasch Model; 3.4 Linear Models and Least Squares Approach; 3.5 Numerical Examples and Comparisons
 3.6 DiscussionReferences; 4 Bootstrap Change Point Testing for Dependent Data; 4.1 Introduction; 4.2 Procedures with Weakly Dependent Regressors and Errors; 4.3 Dependent Wild Bootstrap; 4.4 Simulations; References; Part II Simulation for Mathematical Modeling and Analysis; 5 The Covariation Matrix of Solution of a Linear Algebraic System by the Monte Carlo Method; 5.1 Introduction; 5.2 The Monte Carlo Method of Solution; 5.3 Sufficient Conditions for the Convergence of the Series tildeH; 5.4 The Covariation Matrix R of the Vector; 5.5 Estimate of the Number of Iterations M
 5.6 Numerical Examples5.7 Conclusions; References; 6 LargeScale Simulation of Acoustic Waves in Random Multiscale Media; 6.1 Introduction; 6.2 The Model and Governing Equation; 6.3 Subgrid Modeling; 6.3.1 The Anisotropic Case; 6.4 Numerical Verification of the Above Obtained Formulas; 6.5 Conclusion; References; 7 Parameter Inference for Stochastic Differential Equations with Density Tracking by Quadrature; 7.1 Introduction; 7.2 Methods; 7.3 Results; 7.4 Discussion and Conclusion; References; 8 New Monte Carlo Algorithm for Evaluation of Outgoing Polarized Radiation; 8.1 Introduction
 8.2 Mathematical Model of Polarized Light Propagation and the Problem Statement8.3 A Modification of N. N. Chentsov Method for an Unknown Probability Density Evaluation in Application to the Problem of Evaluation of an Angular Distribution of the Radiation Scattered by Media; 8.4 Numerical Results and Discussion; 8.5 Conclusion; References; Part III Simulation for Stochastic Processes and Their Applications; 9 Simulation of Stochastic Processes with Generation and Transport of Particles; 9.1 Introduction; 9.2 Evolution of Branching Random Walks; 9.3 Simulation of Branching Random Walks
 Isbn
 9783319760353
 Label
 STATISTICS AND SIMULATION : IWS 8, Vienna, Austria, September 2015
 Title
 STATISTICS AND SIMULATION
 Title remainder
 IWS 8, Vienna, Austria, September 2015
 Title variation
 IWS 8
 Language
 eng
 Summary
 This volume features original contributions and invited review articles on mathematical statistics, statistical simulation and experimental design. The selected peerreviewed contributions originate from the 8th International Workshop on Simulation held in Vienna in 2015. The book is intended for mathematical statisticians, Ph.D. students and statisticians working in medicine, engineering, pharmacy, psychology, agriculture and other related fields. The International Workshops on Simulation are devoted to statistical techniques in stochastic simulation, data collection, design of scientific experiments and studies representing broad areas of interest. The first 6 workshops took place in St. Petersburg, Russia, in 1994 – 2009 and the 7th workshop was held in Rimini, Italy, in 2013
 Cataloging source
 YDX
 Dewey number
 001.434
 Index
 no index present
 LC call number
 T57.62
 Literary form
 non fiction
 Nature of contents
 dictionaries
 http://library.link/vocab/relatedWorkOrContributorDate

 1951
 2015
 http://library.link/vocab/relatedWorkOrContributorName

 Pilz, Jürgen
 Rasch, Dieter
 Melas, V. B.
 Moder, Karl
 International Workshop on Simulation
 Series statement
 Springer proceedings in mathematics & statistics
 Series volume
 v. 231
 http://library.link/vocab/subjectName
 Perfect simulation (Statistics)
 Label
 STATISTICS AND SIMULATION : IWS 8, Vienna, Austria, September 2015, (electronic book)  (electronic book)
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents

 Intro; Preface; Contents; Contributors; Part I Invited Papers; 1 Design and Analysis of Simulation Experiments; 1.1 Introduction; 1.2 Basic Linear Regression and Designs; 1.3 Assumptions Versus Practice; 1.4 Factor Screening: Sequential Bifurcation; 1.5 Kriging Metamodels and Their Designs; 1.6 Simulation Optimization; References; 2 A Review of Simulation Usage in the New Zealand Electricity Market; 2.1 Introduction to Wholesale Electricity Markets; 2.1.1 Pricing of Electricity; 2.2 The New Zealand Electricity Market; 2.2.1 The Need for Simulation: Pricing in the NZEM
 2.3 Optimal Offers for Generation2.3.1 A Simplified Problem; 2.3.2 Using Simulation for the General Problem; 2.4 Bid Optimization for Large Consumers of Electricity; 2.4.1 Reserve Cooptimization; 2.4.2 Optimization of Consumption and Reserves; 2.5 Conclusions; References; 3 Power and Sample Size Considerations in Psychometrics; 3.1 Introduction; 3.2 Power and Sample Size in a Conditional Maximum Likelihood Framework; 3.3 Power of PseudoExact or Conditional Tests of Assumptions of the Rasch Model; 3.4 Linear Models and Least Squares Approach; 3.5 Numerical Examples and Comparisons
 3.6 DiscussionReferences; 4 Bootstrap Change Point Testing for Dependent Data; 4.1 Introduction; 4.2 Procedures with Weakly Dependent Regressors and Errors; 4.3 Dependent Wild Bootstrap; 4.4 Simulations; References; Part II Simulation for Mathematical Modeling and Analysis; 5 The Covariation Matrix of Solution of a Linear Algebraic System by the Monte Carlo Method; 5.1 Introduction; 5.2 The Monte Carlo Method of Solution; 5.3 Sufficient Conditions for the Convergence of the Series tildeH; 5.4 The Covariation Matrix R of the Vector; 5.5 Estimate of the Number of Iterations M
 5.6 Numerical Examples5.7 Conclusions; References; 6 LargeScale Simulation of Acoustic Waves in Random Multiscale Media; 6.1 Introduction; 6.2 The Model and Governing Equation; 6.3 Subgrid Modeling; 6.3.1 The Anisotropic Case; 6.4 Numerical Verification of the Above Obtained Formulas; 6.5 Conclusion; References; 7 Parameter Inference for Stochastic Differential Equations with Density Tracking by Quadrature; 7.1 Introduction; 7.2 Methods; 7.3 Results; 7.4 Discussion and Conclusion; References; 8 New Monte Carlo Algorithm for Evaluation of Outgoing Polarized Radiation; 8.1 Introduction
 8.2 Mathematical Model of Polarized Light Propagation and the Problem Statement8.3 A Modification of N. N. Chentsov Method for an Unknown Probability Density Evaluation in Application to the Problem of Evaluation of an Angular Distribution of the Radiation Scattered by Media; 8.4 Numerical Results and Discussion; 8.5 Conclusion; References; Part III Simulation for Stochastic Processes and Their Applications; 9 Simulation of Stochastic Processes with Generation and Transport of Particles; 9.1 Introduction; 9.2 Evolution of Branching Random Walks; 9.3 Simulation of Branching Random Walks
 Dimensions
 unknown
 Extent
 1 online resource.
 Form of item
 online
 Isbn
 9783319760353
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.1007/9783319760353
 Specific material designation
 remote
 System control number

 on1036736140
 (OCoLC)1036736140
 Label
 STATISTICS AND SIMULATION : IWS 8, Vienna, Austria, September 2015, (electronic book)  (electronic book)
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents

 Intro; Preface; Contents; Contributors; Part I Invited Papers; 1 Design and Analysis of Simulation Experiments; 1.1 Introduction; 1.2 Basic Linear Regression and Designs; 1.3 Assumptions Versus Practice; 1.4 Factor Screening: Sequential Bifurcation; 1.5 Kriging Metamodels and Their Designs; 1.6 Simulation Optimization; References; 2 A Review of Simulation Usage in the New Zealand Electricity Market; 2.1 Introduction to Wholesale Electricity Markets; 2.1.1 Pricing of Electricity; 2.2 The New Zealand Electricity Market; 2.2.1 The Need for Simulation: Pricing in the NZEM
 2.3 Optimal Offers for Generation2.3.1 A Simplified Problem; 2.3.2 Using Simulation for the General Problem; 2.4 Bid Optimization for Large Consumers of Electricity; 2.4.1 Reserve Cooptimization; 2.4.2 Optimization of Consumption and Reserves; 2.5 Conclusions; References; 3 Power and Sample Size Considerations in Psychometrics; 3.1 Introduction; 3.2 Power and Sample Size in a Conditional Maximum Likelihood Framework; 3.3 Power of PseudoExact or Conditional Tests of Assumptions of the Rasch Model; 3.4 Linear Models and Least Squares Approach; 3.5 Numerical Examples and Comparisons
 3.6 DiscussionReferences; 4 Bootstrap Change Point Testing for Dependent Data; 4.1 Introduction; 4.2 Procedures with Weakly Dependent Regressors and Errors; 4.3 Dependent Wild Bootstrap; 4.4 Simulations; References; Part II Simulation for Mathematical Modeling and Analysis; 5 The Covariation Matrix of Solution of a Linear Algebraic System by the Monte Carlo Method; 5.1 Introduction; 5.2 The Monte Carlo Method of Solution; 5.3 Sufficient Conditions for the Convergence of the Series tildeH; 5.4 The Covariation Matrix R of the Vector; 5.5 Estimate of the Number of Iterations M
 5.6 Numerical Examples5.7 Conclusions; References; 6 LargeScale Simulation of Acoustic Waves in Random Multiscale Media; 6.1 Introduction; 6.2 The Model and Governing Equation; 6.3 Subgrid Modeling; 6.3.1 The Anisotropic Case; 6.4 Numerical Verification of the Above Obtained Formulas; 6.5 Conclusion; References; 7 Parameter Inference for Stochastic Differential Equations with Density Tracking by Quadrature; 7.1 Introduction; 7.2 Methods; 7.3 Results; 7.4 Discussion and Conclusion; References; 8 New Monte Carlo Algorithm for Evaluation of Outgoing Polarized Radiation; 8.1 Introduction
 8.2 Mathematical Model of Polarized Light Propagation and the Problem Statement8.3 A Modification of N. N. Chentsov Method for an Unknown Probability Density Evaluation in Application to the Problem of Evaluation of an Angular Distribution of the Radiation Scattered by Media; 8.4 Numerical Results and Discussion; 8.5 Conclusion; References; Part III Simulation for Stochastic Processes and Their Applications; 9 Simulation of Stochastic Processes with Generation and Transport of Particles; 9.1 Introduction; 9.2 Evolution of Branching Random Walks; 9.3 Simulation of Branching Random Walks
 Dimensions
 unknown
 Extent
 1 online resource.
 Form of item
 online
 Isbn
 9783319760353
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.1007/9783319760353
 Specific material designation
 remote
 System control number

 on1036736140
 (OCoLC)1036736140
Library Links
Embed
Settings
Select options that apply then copy and paste the RDF/HTML data fragment to include in your application
Embed this data in a secure (HTTPS) page:
Layout options:
Include data citation:
<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/STATISTICSANDSIMULATIONIWS8Vienna/gAHw_z93tc/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/STATISTICSANDSIMULATIONIWS8Vienna/gAHw_z93tc/">STATISTICS AND SIMULATION : IWS 8, Vienna, Austria, September 2015, (electronic book)  (electronic book)</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">University of Liverpool</a></span></span></span></span></div>
Note: Adjust the width and height settings defined in the RDF/HTML code fragment to best match your requirements
Preview
Cite Data  Experimental
Data Citation of the Item STATISTICS AND SIMULATION : IWS 8, Vienna, Austria, September 2015, (electronic book)  (electronic book)
Copy and paste the following RDF/HTML data fragment to cite this resource
<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/STATISTICSANDSIMULATIONIWS8Vienna/gAHw_z93tc/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/STATISTICSANDSIMULATIONIWS8Vienna/gAHw_z93tc/">STATISTICS AND SIMULATION : IWS 8, Vienna, Austria, September 2015, (electronic book)  (electronic book)</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">University of Liverpool</a></span></span></span></span></div>