You are here

Statistical Computing

W. J. Kennedy, Jr. and James E. Gentle
Chapman & Hall/CRC
Publication Date: 
Number of Pages: 
Statistics: A Series of Textbooks and Monographs 33
BLL Rating: 

The Basic Library List Committee suggests that undergraduate mathematics libraries consider this book for acquisition.

There is no review yet. Please check back later.

 "Introduction Orientation Purpose, Prerequisites Presentation of Algorithms Computer Organization Introduction Components of the Digital Computer System Representation of Numeric Values Floating and Fixed-Point Arithmetic Operations Error in Floating-Point Computation Introduction Types of Error Error Due to Approximation Imposed by the Compute Analyzing Error in a Finite Process Rounding Error in Floating-Point Operations Rounding Error in Two Common Floating-Point Calculations Condition and Numerical Stability Other Methods of Assessing Error in Computations Summary Programming and Statistical Software Programming Languages: Introduction Components of Programming Languages Program Development Statistical Software Approximating Probabilities and Percentage Points in Selected Probability Distributions Notation and General Considerations General Methods in Approximation The Normal Distribution Student's t Distribution The Beta Distribution F Distribution Chi-Square Distribution Random Numbers: Generation, Tests, and Applications Introduction Generation of Uniform Random Numbers Tests of Random Number Generators General Techniques for Generation of Nonuniform Random Variates Generation of Variates from Specific Distributions Applications Selected Computational Methods in Linear Algebra Introduction Methods Based on Orthogonal Transformations Gaussian Elimination and the Sweep Operator Cholesky Decomposition and Rank-One Update Summary Computational Methods for Multiple Linear Regression Analysis Basic Computational Methods Regression Model Building Multiple Regression Under Linear Restrictions Computational Methods for Classification Models Introduction The Special Case of Balance and Completeness for Fixed-Effects Models The General Problem for Fixed-Effects Models Computing Expected Mean Squares and Estimates of Variance Components Unconstrained Optimization and Nonlinear Regression Preliminaries Methods for Unconstrained Minimization Nonlinear Regression Computational Methods Test Problems Model Fitting Based on Criteria Other Than Least Squares Introduction Minimum Lp Norm Estimators Other Robust Estimators Biased Estimation Robust Nonlinear Regression Exercises Selected Multivariate Methods Introduction Canonical Correlations Principal Components Factor Analysis Multivariate Analysis of Variance "