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  • Conference proceedings
  • © 2018

Statistics and Simulation

IWS 8, Vienna, Austria, September 2015

  • Presents contributions on simulation for mathematical modeling and analysis
  • Discusses simulation for stochastic processes
  • Includes studies on testing and classification problems in statistics
  • Covers simulation for reliability and queueing models

Part of the book series: Springer Proceedings in Mathematics & Statistics (PROMS, volume 231)

Conference series link(s): SimStat: International Workshop on Simulation and Statistics

Conference proceedings info: IWS 2015.

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Table of contents (29 papers)

  1. Front Matter

    Pages i-xvi
  2. Invited Papers

    1. Front Matter

      Pages 1-1
    2. Design and Analysis of Simulation Experiments

      • Jack P. C. Kleijnen
      Pages 3-22
    3. A Review of Simulation Usage in the New Zealand Electricity Market

      • Golbon Zakeri, Geoff Pritchard
      Pages 23-37
    4. Power and Sample Size Considerations in Psychometrics

      • Clemens Draxler, Klaus D. Kubinger
      Pages 39-51
    5. Bootstrap Change Point Testing for Dependent Data

      • Zuzana Prášková
      Pages 53-67
  3. Simulation for Mathematical Modeling and Analysis

    1. Front Matter

      Pages 69-69
    2. Large-Scale Simulation of Acoustic Waves in Random Multiscale Media

      • Olga N. Soboleva, Ekaterina P. Kurochkina
      Pages 85-97
    3. Parameter Inference for Stochastic Differential Equations with Density Tracking by Quadrature

      • Harish S. Bhat, R. W. M. A. Madushani, Shagun Rawat
      Pages 99-113
    4. New Monte Carlo Algorithm for Evaluation of Outgoing Polarized Radiation

      • Gennady A. Mikhailov, Natalya V. Tracheva, Sergey A. Ukhinov
      Pages 115-125
  4. Simulation for Stochastic Processes and Their Applications

    1. Front Matter

      Pages 127-127
    2. Simulation of Stochastic Processes with Generation and Transport of Particles

      • Ekaterina Ermishkina, Elena Yarovaya
      Pages 129-143
    3. Insurance Models Under Incomplete Information

      • Ekaterina Bulinskaya, Julia Gusak
      Pages 171-185
    4. Comparison and Modelling of Pension Systems

      • Christian Quast, Luboš Střelec, Rastislav Potocký, Jozef KiseǏák, Milan Stehlík
      Pages 187-205
    5. Markowitz Problem for a Case of Random Environment Existence

      • Alexander Andronov, Tatjana Jurkina
      Pages 207-216
  5. Testing and Classification Problems in Statistics

    1. Front Matter

      Pages 217-217
    2. Signs of Residuals for Testing Coefficients in Quantile Regression

      • Sergey Tarima, Peter Tarassenko, Bonifride Tuyishimire, Rodney Sparapani, Lisa Rein, John Meurer
      Pages 219-230

Other Volumes

  1. Statistics and Simulation

About this book

This volume features original contributions and invited review articles on mathematical statistics, statistical simulation and experimental design. The selected peer-reviewed contributions originate from the 8th International Workshop on Simulation held in Vienna in 2015. The book is intended for mathematical statisticians, Ph.D. students and statisticians working in medicine, engineering, pharmacy, psychology, agriculture and other related fields.

The International Workshops on Simulation are devoted to statistical techniques in stochastic simulation, data collection, design of scientific experiments and studies representing broad areas of interest. The first 6 workshops took place in St. Petersburg, Russia, in 1994 – 2009 and the 7th workshop was held in Rimini, Italy, in 2013.



Editors and Affiliations

  • Institute of Statistics, Alpen-Adria University of Klagenfurt, Klagenfurt, Austria

    Jürgen Pilz

  • Institute of Applied Statistics and Computing, University of Natural Resources and Life Sciences, Vienna, Austria

    Dieter Rasch, Karl Moder

  • St. Petersburg State University, St. Petersburg, Russia

    Viatcheslav B. Melas

About the editors

Viatcheslav Melas is a professor at the Department of Stochastic Simulation at the St. Petersburg State University, Russia. His research areas include experimental design, stochastic simulation and regression analysis, with a focus on functional approaches to optimal experimental design. He was one of the main organizers of the eight International Workshops on Simulation (1994 - 2015).

Karl Moder is head of the Center of Experimental Design at the University of Natural Resources and Life Sciences in Vienna, Austria, where he is also a professor at the Institute of Applied Statistics and Computing. His research areas include experimental design, multivariate statistics, and random number generation.

Jürgen Pilz is a professor and head of the Department of Statistics at the Alpen-Adria University Klagenfurt in Austria. He is the author of seven books and has published more than 150 scientific papers in the areas of Bayesian statistics, spatial statistics, environmental and industrial statistics, statistical quality control and design of experiments. He is an editorial board member of several international statistics journals.

Dieter Rasch works at the Center of Experimental Design at the University of Natural Resources and Life Sciences in Vienna, Austria. His research areas include size of experiments, constructing experimental designs and nonlinear regression. He was head of the Biometric Unit at the Research Centre of Animal Production in Rostock, Germany and a Professor of Mathematical Statistics at the Department of Mathematics at the University Wageningen in the Netherlands. He has published 275 scientific papers and 59 authored and edited books.



Bibliographic Information

Buy it now

Buying options

eBook USD 99.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 129.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 129.00
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access