Experimental Stochastics
Description
Reviews / Votes
From the reviews of the first edition:
"... This really electronic monograph can be highly recommended for all interested in experimental stochastics (...), from novices to lecturers and practising engineers, economists, etc. It is also of interest for experts in the area of mathematics and statistics, because it offers insight which a purely mathematical approach cannot give. F.Breitenecker. A personal remark: this monograph can really be highly recommended, but should I do that? - it is able to replace not only a lecture, it also is able to replace a lecturer like me." (Eurosim - Simulation News Europe, Österreich, 24.1998.11, S.54-55)
"... The monograph may serve as a time-saving introduction to experimental stochastics - stochastic simulation for scientists, engineers, economists. Nevertheless it offers experiences to the mathematician and the statistician which the purely mathematical approach cannot give. Last but not least the electronic monograph can be used as a very helpful tool for teaching stochastics at universities. (J.vom Scheidt, Technical University Chemnitz, Statistics & Decisions, Vol. 17 (1999))
"... In summary, I think that this unique package can be used very successfully in courses to motivate students for problems in probability theory and statistics in a lucid way ... " (M.Voit, Tübingen, Metrika, 1999, Vol. 49, Issue 3, p. 263)
"The idea of the authors to combine an introductory textbook with appropriate software (on a CD-ROM), enabling the interested reader to make his or her own computer experiments on the topics covered, must definitely be welcome. ...The accompanying CD-ROM is very well organized and user friendly: the on-screen comments and instructions are clear, toolbars and pulldown menus are carefully designed, the diagonally arranged cascade windows and built-in hyperlinks make it easy to navigate through the volume. Furhtermore, pleasing animated scenes anable the user to visually follow the course of the experiment he or she has initiated. ... As a conclusion can be said: with its new and interesting approach, Experimental Stochastics represents an enrichment of the existing introductory literature on stochastic simulation. ..." (Kasra Hazeghi, ETH Zürich, Journal of the American Statistical Association, March 2000, p. 343)
From the reviews of the second edition:
"Generating and testing of artificial random numbers and demonstrating their applications in practice is the main focus of this electronic title. . The presentation of the material is done via appropriate computer visualization, and the theory behind the experiments is given in both the electronic component and the accompanying booklet. This product, presenting many simulations, should be useful for instructional purposes." (Zentralblatt für Didaktik der Mathematik, January, 2004)
More details
Other editions
New editions

Persons
Content
O.Moeschlin, E.Grycko, C.Pohl, F.Steinert
Preface
Part 1. Artificial Randomness
1.0 Survey
1.1 Random Generators
1.2 Our Collection of Random Generators
1.3 Tests for Random Generators
1.4 Generating Sample Values
1.5 Goodness-of-fit Tests for Arbitrary Distributions
1.6 Monto-Carlo Integration
1.7 Bibliographical Comments
Part 2. Stochasttic Models
2.0 Survey
2.1 Buffon Experiments
2.2 Service System
2.3 Kinetic Gas Theory
2.4 Kinetic Dynamics and Equilibrium
2.5 Bibliographical Comments
Part 3. Stochastic Processes
3.0 Survey
3.1 Markov Chains
3.2 Birth and Death Processes
3.3 Diffusion Processes
3.4 Control of Traffic Lights
3.5 Bibliographical Comments
Part 4. Evaluation of Statistical Procedures
4.0 Survey
4.1 Experimental Evaluation
4.2 Neyman Pearson Lemma
4.3 Wald Sequential Test
4.4 Bayesian Point Estimation
4.5 Hartigan Procedures
4.6 Bibliographical Comments
References
Symbols
Index