The application of number-theoretic methods is a new, but rapidly expanding, branch of statistics. The Monte Carlo method is already established, with wide applications in science and technology. In applying it, however, a set of 'pseudo' random numbers is required for statistical simulation, and the use of these numbers often leads to unacceptably large errors.
The essence of the number-theoretic method described in this book is to reduce such errors by using number theory to find a set of points (sometimes called quasi random numbers) which can then be regarded as the representatives of a given distribution. The number-theoretic method is hence also known as the quasi or deterministic version of the Monte Carlo method.
Number-theoretic Methods in Statistics gives the reader various methods of generating quasi random numbers and demonstrates their applications in solving a variety of statistical problems, for example, the numerical evaluation of probabilities and moments, optimization, experimental design including design of computer experiments and statistical inference.
"The book offers an interesting opportunity to learn about a particular optimization method applied to a range of statistical problems." -Short Book Reviews ..."a highly thought provoking book...a valuable addition to the statistical literature." -Journal of ASA, September 1995 ..."this is a book by believers (in the NTM) for believers. -Journal of RSS
Series: Monographs on Statistics and Applied Probability : Book Vol. 51
Number Of Pages: 344
Published: 1st December 1993
Publisher: CRC PR INC
Country of Publication: US
Dimensions (cm): 22.86 x 14.61
Weight (kg): 0.48
Edition Number: 1