In this book the authors have assembled the "best techniques from a great variety of sources, establishing a benchmark for the field of statistical computing." ---Mathematics of Computation ." The text is highly readable and well illustrated with examples. The reader who intends to take a hand in designing his own regression and multivariate packages will find a storehouse of information and a valuable resource in the field of statistical computing.
Autorentext
William J. Kennedy, James E. Gentle
Klappentext
In this book the authors have assembled the "best techniques from a great variety of sources, establishing a benchmark for the field of statistical computing." ---Mathematics of Computation ." The text is highly readable and well illustrated with examples. The reader who intends to take a hand in designing his own regression and multivariate packages will find a storehouse of information and a valuable resource in the field of statistical computing.
Inhalt
Preface
1/ Introduction
Orientation
Purpose
Prerequisites
Presentation of Algorithms
2/ Computer Organization
2.1. Introduction
2.2. Components of the Digital Computer System
2.3 Representation of Numeric Values
2.3.1 Integer Mode Representation
2.3.2 Representation in Floating-Point Mode
2.4 Floating- and Fixed- Point Arithmetic
2.4.1 Floating-Point Arithmetic Operations
2.4.2 Fixed-Point Arithmetic Operations
Exercises
References
3/ Error In Floating-Point Computation
3.1 Introduction
3.2 Types of Error
3.3 Error Due to Approximation Imposed by the Computer
3.4 Analyzing Error in a Finite Process
3.5 Rounding Error in Floating-Point Computations
3.6 Rounding Error in Two Common Floating-Point Calculations
3.7 Condition and Numerical Stability
3.8 Other Methods of Assessing Error in computation
3.9 Summary
Exercises
References
4/ Programming and Statistical Software
4.1 Programming Languages: Introduction
4.2 Components of Programming Languages
4.2.1 Data Types
4.2.2 Data Structures
4.2.3 Syntax
4.2.4 Control Structures
4.3 Program Development
4.4 Statistical Software
References and Further Readings
5/ Approximating Probabilities and Percentage Selected Probability Distributions
5.1 Notation and General Considerations
5.1.1 Probability Distributions
5.1.2 Accuracy Considerations
5.2 General Methods in Approximation
5.2.1 Approximate Transformation of Random Variables
5.2.2 Closed Form Approximations
5.2.3 General Series Expansion
5.2.4 Exact Relationship Between Distributions
5.2.5 Numerical Root Finding
5.2.6 Continued Fractions
5.2.7 Gaussian Quadrature
5.2.8 Newton-Cotes Quadrature
5.3 The Normal Distribution
5.3.1 Normal Probabilities
5.3.2 Normal Percentage Points
5.4 Student's t Distribution
5.4.1 t Probabilities
5.4.2 t-Percentage Points
5.5 The Beta Distributions
5.5.1 Evaluating