Springer - Introducing Monte Carlo Methods with R (Januar 2010).pdf

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1、UseR!Advisors:RobertGentleman·KurtHornik·GiovanniParmigianiForothertitlespublishedinthisseries,gotohttp://www.springer.com/series/6991ChristianP.Robert·GeorgeCasellaIntroducingMonteCarloMethodswithR123ChristianP.RobertGeorgeCasellaUniversiteParisDauphine´Depa

2、rtmentofStatisticsUMRCNRS7534UniversityofFloridaCEREMADE103Griffin-FloydHallplaceduMarechaldeLattre´GainesvilleFL32611-8545deTassignyUSA75775Pariscedex16casella@stat.ufl.eduFrancexian@ceremade.dauphine.frSeriesEditorsRobertGentlemanKurtHornikDepartmentofBioinfo

3、rmaticsDepartmentofStatistikandMathematikandComputationalBiologyWirtshchaftsuniversitatWienAugasse2-6¨GenentechSouthSanFranciscoA-1090WienCA94080AustriaUSAGiovanniParmigianiDepartmentofBiostatisticsandComputationalBiologyDana-FarberCancerInstitute44BinneyStre

4、etBoston,MA02115USAISBN978-1-4419-1575-7e-ISBN978-1-4419-1576-4DOI10.1007/978-1-4419-1576-4SpringerNewYorkDordrechtHeidelbergLondonLibraryofCongressControlNumber:2009941076cSpringerScience+BusinessMedia,LLC2010Allrightsreserved.Thisworkmaynotbetranslatedorco

5、piedinwholeorinpartwithoutthewrittenpermissionofthepublisher(SpringerScience+BusinessMedia,LLC,233SpringStreet,NewYork,NY10013,USA),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnectionwithanyformofinformationstorageandretrieval,ele

6、ctronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden.Theuseinthispublicationoftradenames,trademarks,servicemarks,andsimilarterms,eveniftheyarenotidentifiedassuch,isnottobetakenasanexpressionofopinionastow

7、hetherornottheyaresubjecttoproprietaryrights.Printedonacid-freepaperSpringerispartofSpringerScience+BusinessMedia(www.springer.com)vToourparents,whotaughtusmuchinmanyways.vi“Whatifyouhaven’tthedata?”“Thenweshallproceeddirectlytothebrandyandcigars.”LyndsayFaye

8、TheCaseofColonelWarbuton’sMadnessPreface“Afterthat,itwasdowntoattitude.”IanRankinBlack&BlueThepurposeofthisbookistoprovideaself-containedentryintoMonteCarlocomputationaltechniques.Firstan