Elements of Statistical Computing: NUMERICAL COMPUTATION

作者: Ronald A. Thisted

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摘要: Statistics and computing share many close relationships. Computing now permeates every aspect of statistics, from pure description to the development statistical theory. At same time, computational methods used in work span much computer science. Elements Statistical covers broad usage statistics. It provides a comprehensive account most important Included are discussions numerical analysis, integration, smoothing. The author give special attention floating point standards analysis; iterative for both linear nonlinear equation, such as Gauss-Seidel method successive over-relaxation; missing data, EM algorithm. Also covered new areas interest, Kalman filter, projection-pursuit methods, density estimation, other computer-intensive techniques.

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