Applied Stochastic Modelling
2nd Edition
Published on 2. December 2008
Book
Paperback/Softback
368 pages
978-1-58488-666-2 (ISBN)
Description
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
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 (R) and R programs found in the text as well as lecture slides and other ancillary material are available for download at www.crcpress.com
Continuing in the bestselling tradition of its predecessor, this textbook remains an excellent resource for teaching students how to fit stochastic models to data.
New to the Second Edition
An extended discussion on Bayesian methods
A large number of new exercises
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 (R) and R programs found in the text as well as lecture slides and other ancillary material are available for download at www.crcpress.com
Continuing in the bestselling tradition of its predecessor, this textbook remains an excellent resource for teaching students how to fit stochastic models to data.
Reviews / Votes
Praise for the First EditionThe 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
More details
Series
Edition
2nd edition
Language
English
Place of publication
Oxford
United States
Publishing group
Taylor & Francis Inc
Target group
Professional and scholarly
Undergraduate
Product notice
Paperback (UK-B)
Illustrations
73 s/w Abbildungen
73 Illustrations, black and white
Dimensions
Height: 234 mm
Width: 156 mm
Weight
521 gr
ISBN-13
978-1-58488-666-2 (9781584886662)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Byron J.T. Morgan
Applied Stochastic Modelling
Book
10/2017
2nd Edition
CRC Press
€282.26
Shipment within 10-20 days
Byron J.T. Morgan
Applied Stochastic Modelling
E-Book
12/2008
2nd Edition
Chapman & Hall/CRC
€100.99
Available for download
Byron J.T. Morgan
Applied Stochastic Modelling
E-Book
12/2008
2nd Edition
Chapman and Hall
€100.99
Available for download
Person
University of Kent, UK University of Minnesota, Minneapolis, Minnesota, USA Northwestern University, Evanston, Illinois, USA University of British Columbia, Vancouver, Canada
Content
Introduction and Examples. Basic Model Fitting. Function Optimisation. Basic Likelihood Tools. General Principles. Simulation Techniques. Bayesian Methods and MCMC. General Families of Models. Index of Data Sets. Index of MATLAB Programs. Appendices. Solutions and Comments for Selected Exercises. Bibliography. Index.