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Monte Carlo Statistical Methods (2nd ed.).(Book Review)
- Article from:
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Technometrics
- Article date:
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May 1, 2005
- Author:
- Ziegel, Eric R.
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Copyright informationCOPYRIGHT 2005 American Statistical Association. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information)
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Monte Carlo Statistical Methods (2nd ed.), Christian P. ROBERT and George CASELLA, New York: Springer-Verlag, 2004, ISBN 0-387-21239-6, xxx + 645 pp., $89.95.
If you wonder about a 645-page book on this topic, consider the last sentence of the review of the first edition (a mere 507 pages) from Kim (2000): "Overall, I find this book an excellent reference if you have some interest in MCMC methods." You have to practice statistics on a desert island not to know that Markov chain Monte Carlo (MCMC) methods are hot. That situation has caused the authors not only to produce a new edition of their landmark book but also to completely revise and considerably expand it.
Kim ...