URN etd-0710112-084937 Author Tian-Tian Pan Author's Email Address No Public. Statistics This thesis had been viewed 5340 times. Download 418 times. Department Applied Mathematics Year 2011 Semester 2 Degree Master Type of Document Language zh-TW.Big5 Chinese Title Monte Carlo Statistical Methods：Integration and Optimization Date of Defense 2012-06-27 Page Count 153 Keyword Importance Sampling Simulated Annealing Rounding Error EM Algorithm Envelope Accept-Reject Methods Accept-Reject Methods Abstract This paper is refer to the chapter 1 to chapter 5 (except chapter 4 ) of the book, Monte Carlo Statistical Methods(second edition), the author is Robert and Casella(2004). The goal is to translate the chapter 1 to chapter 5 contents of this book into Chinese, modify the mistakes, add the details of the examples, translate the algorithm of the examples into Mathematica(7th) codes, and use the Simulated Annealing method to deal with the estimation of parameters by rounding data, and discuss the results. This paper provides Mathematica(7th) codes of almost every example, and show the actual results, so it can be regarded as a toolbook for those people who are interested in reading this book or may solve some problems related to those examples. Advisory Committee Mong-Na Lo Huang - chair
Fu-Chuen Chang - co-chair
Shih-Feng Huang - co-chair
Mei-Hui Guo - advisor
Indicate in-campus at 5 year and off-campus access at 5 year.
etd-0710112-084937.pdf Date of Submission 2012-07-10