Statistical Modeling And Computation Pdf

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Statistical Modeling and Computation

The computational pro-cedures in statistics and econometrics include both Monte Carlo methods and non-parametric methods (or distribution-free methods). In the first half of this book, the Monte Carlo methods are discussed. That is, some representative random number generation methods and their applications are shown. The second half of this book is related to computer-intensive statistical



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This accessible reference includes selected contributions from Bayesian Thinking - Modeling and Computation, Volume 25 in the Handbook of Statistics Series, with a focus on key methodologies and applications for Bayesian models and computation.



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Given that prerequisite, Statistical Modeling and Computation is fairly standard in that it recalls probability basics, the principles of statistical inference, and classical parametric models. In a third part, the authors cover “advanced models” such as generalized linear models, time series, and state-space models. The specificity of the book lays in the inclusion of simulation methods

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