Use R!

Introduction to Probability Simulation and Gibbs Sampling with R

Authors: Suess, Eric A., Trumbo, Bruce E.

  • Examines the most common methods of Monte Carlo integration using R.
  • Introduces Gibbs sampling using R and WinBUGS to obtain interval estimates
  • Uses graphical diagnostic methods to illustrate speed of convergence
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eBook $49.99
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  • ISBN 978-0-387-68765-0
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  • Immediate eBook download after purchase
Softcover $64.95
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  • ISBN 978-0-387-40273-4
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About this Textbook

The first seven chapters use R for probability simulation and computation, including random number generation, numerical and Monte Carlo integration, and finding limiting distributions of Markov Chains with both discrete and continuous states. Applications include coverage probabilities of binomial confidence intervals, estimation of disease prevalence from screening tests, parallel redundancy for improved reliability of systems, and various kinds of genetic modeling. These initial chapters can be used for a non-Bayesian course in the simulation of applied probability models and Markov Chains. Chapters 8 through 10 give a brief introduction to Bayesian estimation and illustrate the use of Gibbs samplers to find posterior distributions and interval estimates, including some examples in which traditional methods do not give satisfactory results. WinBUGS software is introduced with a detailed explanation of its interface and examples of its use for Gibbs sampling for Bayesian estimation. No previous experience using R is required. An appendix introduces R, and complete R code is included for almost all computational examples and problems (along with comments and explanations). Noteworthy features of the book are its intuitive approach, presenting ideas with examples from biostatistics, reliability, and other fields; its large number of figures; and its extraordinarily large number of problems (about a third of the pages), ranging from simple drill to presentation of additional topics. Hints and answers are provided for many of the problems. These features make the book ideal for students of statistics at the senior undergraduate and at the beginning graduate levels. Eric A. Suess is Chair and Professor of Statistics and Biostatistics and Bruce E. Trumbo is Professor Emeritus of Statistics and Mathematics, both at California State University, East Bay. Professor Suess is experienced in applications of Bayesian methods and Gibbs sampling to epidemiology. Professor Trumbo is a fellow of the American Statistical Association and the Institute of Mathematical Statistics, and he is a recipient of the ASA Founders Award and the IMS Carver Medallion.

About the authors

Eric A. Suess is Chair and Professor of Statistics and Biostatistics and Bruce E. Trumbo is Professor Emeritus of Statistics and Mathematics, both at California State University, East Bay. Professor Suess is experienced in applications of Bayesian methods and Gibbs sampling to epidemiology. Professor Trumbo is a fellow of the American Statistical Association and the Institute of Mathematical Statistics, and he is a recipient of the ASA Founders Award and the IMS Carver Medallion.

Reviews

From the reviews:

“Suess and Trumbo’s book ‘Introduction to Probability Simulation and Gibbs Sampling with R,’ part of the ‘Use R!’ series, fits precisely into this framework of learning by doing—and doing again, with different distributions, or different parameters, or under different scenarios. … The book also contains an Appendix with an introduction to R, which should make it particularly attractive to students, who won’t have to go to another source to learn about the basics. … an overall very useful book.” (Nicole Lazar, Technometrics, Vol. 53 (3), August, 2011)

Table of contents (11 chapters)

  • Introductory Examples: Simulation, Estimation, and Graphics

    Suess, Eric A. (et al.)

    Pages 1-22

  • Generating Random Numbers

    Suess, Eric A. (et al.)

    Pages 23-49

  • Monte Carlo Integration and Limit Theorems

    Suess, Eric A. (et al.)

    Pages 51-85

  • Sampling from Applied Probability Models

    Suess, Eric A. (et al.)

    Pages 87-117

  • Screening Tests

    Suess, Eric A. (et al.)

    Pages 119-138

Buy this book

eBook $49.99
price for USA (gross)
  • ISBN 978-0-387-68765-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $64.95
price for USA
  • ISBN 978-0-387-40273-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Introduction to Probability Simulation and Gibbs Sampling with R
Authors
Series Title
Use R!
Copyright
2010
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media, LLC
eBook ISBN
978-0-387-68765-0
DOI
10.1007/978-0-387-68765-0
Softcover ISBN
978-0-387-40273-4
Series ISSN
2197-5736
Edition Number
1
Number of Pages
XIII, 307
Topics