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Applied Stochastic Modelling


Series: Chapman & Hall/CRC Texts in Statistical Science

Edited By: Byron JT Morgan, James V Zidek, Martin A Tanner and Bradley P Carlin

368 pages, 73 black & white illustrations

Taylor & Francis

Paperback | Nov 2008 | Edition: 2 | #179330 | ISBN-13: 9781584886662
Availability: Usually dispatched within 6 days Details
NHBS Price: £32.99 $43/€37 approx

About this book

Highlighting modern computational methods, "Applied Stochastic Modelling, Second Edition" provides students with the practical experience of scientific computing in applied statistics through a range of interesting real-world applications. It also successfully revises standard probability and statistical theory. Along with an updated bibliography and improved figures, this edition offers numerous updates throughout.

New to the Second Edition: an extended discussion on Bayesian methods; a large number of new exercises; and, a new appendix on computational methods.The book covers both contemporary and classical aspects of statistics, including survival analysis, Kernel density estimation, Markov chain Monte Carlo, hypothesis testing, regression, bootstrap, and generalised linear models. Although the book can be used without reference to computational programs, the author provides the option of using powerful computational tools for stochastic modelling.

All of the data sets and MATLAB[registered] programs found in the text are also available online. Continuing in the bestselling tradition of its predecessor, this textbook remains an excellent resource for teaching students how to fit stochastic models to data.

Praise for the First Edition The author's enthusiasm for his subject shines through this book. There are plenty of interesting example data sets ! The book covers much ground in quite a short space ! In conclusion, I like this book and strongly recommend it. It covers many of my favourite topics. In another life, I would have liked to have written it, but Professor Morgan has made a better job if it than I would have done. --Tim Auton, Journal of the Royal Statistical Society I am seriously considering adopting Applied Stochastic Modelling for a graduate course in statistical computation that our department is offering next term. --Jim Albert, Journal of the American Statistical Association !very well written, fresh in its style, with lots of wonderful examples and problems. --R.P. Dolrow, Technometrics A useful tool for both applied statisticians and stochastic model users of other fields, such as biologists, sociologists, geologists, and economists. --Zentralblatt MATH The book is a delight to read, reflecting the author's enthusiasm for the subject and his wide experience. The layout and presentation of material are excellent. Both for new research students and for experienced researchers needing to update their skills, this is an excellent text and source of reference. --Statistical Methods in Medical Research


Introduction and Examples.
Basic Model Fitting.
Function Optimization.
Basic Likelihood Tools.
General Principles.
Simulation Techniques.
Bayesian Methods and Markov Chain Monte Carlo.
General Families of Models.

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