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Number-Theoretic Methods in Statistics : Monographs on Statistics and Applied Probability - Kai-Tai Fang

Number-Theoretic Methods in Statistics

Monographs on Statistics and Applied Probability

Hardcover Published: 1st December 1993
ISBN: 9780412465208
Number Of Pages: 344

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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.

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"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

Introduction to the Number-theoretic Methodp. 1
Numerical Evaluation of Multiple Integrals in Statisticsp. 60
Optimization and its Applications in Statisticsp. 104
Representative points of a multivariate distributionp. 155
Experimental Design and Design of Computer Experimentsp. 200
Some applications in statistical inferencep. 247
Appendix A: Tables of glp setp. 286
Appendix B: Integrations and uniform distributions on Dp. 297
Referencesp. 316
Author indexp. 332
Subject indexp. 335
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780412465208
ISBN-10: 0412465205
Series: Monographs on Statistics and Applied Probability : Book Vol. 51
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 344
Published: 1st December 1993
Publisher: CRC PR INC
Country of Publication: US
Dimensions (cm): 22.86 x 14.61  x 1.91
Weight (kg): 0.48
Edition Number: 1

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