Number-theoretic methods in statistics
By: K.-T. Fang and Y. Wang.
Contributors: Wang, Yuan, 1930-
Edition: 1st ed.
Series: Monographs on statistics and applied probability ;; 51
Publisher: Chapman & Hall
Published: 1994
Place of publication: London; New York
Language: eng
Number of pages: 340
Subjects: Monte Carlo method.; Mathematical analysis.; Geometric probabilities.
Description: The application of number-theoretic methods is a new, but rapidly expanding, branch of statistics. The Monte Carlo method is already established, with wide applications in science and technology. In applying it, however, a set of 'pseudo' random numbers is required for statistical simulation, and the use of these numbers often leads to unacceptably large errors.

The essence of the number-theoretic method described in this book is to reduce such errors by using number theory to find a set of points (sometimes called quasi random numbers) which can then be regarded as the representatives of a given distribution. The number-theoretic method is hence also known as the quasi or deterministic version of the Monte Carlo method.

Number-theoretic Methods in Statistics gives the reader various methods of generating quasi random numbers and demonstrates their applications in solving a variety of statistical problems, for example, the numerical evaluation of probabilities and moments, optimization, experimental design including design of computer experiments and statistical inference.
Notes: Includes bibliographical references and index.