RE: Robustness Check (Bratley book)

[Theodore C. Belding]

On Fri, 9 Jul 1999, Randy Picker wrote:

> This discussion has been very useful. Is the Bratley book the standard
> reference on statistics and simulations? 

It covers things like variance reduction that I haven't seen in many
other books. It also seems to be the standard text for algorithms for many
random number distributions, but all of the algorithms are in Fortran.
Like most Springer books, it's obscenely expensive ($80). If you're
collecting a serious research library on simulation and modeling it would
probably be one of the books you should have, but I haven't opened it in
years. All in all, you might want to just check it out from a library.

> Anything else of particular
> interest, esp. since Amazon says that Bratley is out of print?

The second edition (1987) is still in print I think. (Sorry, the
citation I gave earlier was for the first edition...). One more try:
Bratley, P., B. L. Fox, and L. E. Schrage. (1987). A Guide to Simulation.
2nd ed. Springer. ISBN 0387964673.

Another book that covers statistical analysis of simulated data
and variance reduction techniques is:
Ross, Sheldon M. (1997). Simulation. 2nd ed. Academic Press. ISBN
0-12-598410-3.

Ross's book might actually be a better reference than Bratley, et al., for
that stuff.

Numerical Recipes in C (2nd ed.) by W. H. Press, et al. gives algorithms
for generating most of the important random number distributions covered
by Bratley, et al. and is online in PostScript at http://www.nr.com/

Another classic text on modeling and simulation in general, including some
coverage of validation, is also apparently still in print:

Zeigler, Bernard P. (1984). Theory of Modelling and Simulation.
(Reprinted). Krieger. ISBN 0898748089.

I talked to Zeigler in May and he said a new edition is coming out soon
(this fall?).
-Ted

--
Ted Belding                              address@hidden 
University of Michigan Center for the Study of Complex Systems
Homepage: http://www-personal.umich.edu/~streak/
PGP key:  http://www-personal.umich.edu/~streak/pgp-key.html



                  ==================================
   Swarm-Support is for discussion of the technical details of the day
   to day usage of Swarm.  For list administration needs (esp.
   [un]subscribing), please send a message to <address@hidden>
   with "help" in the body of the message.