Introducing Monte Carlo Methods with R (use R)

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1、UseR!Advisors:RobertGentleman·KurtHornik·GiovanniParmigianiForothertitlespublishedinthisseries,gotohttp://www.springer.com/series/6991ChristianP.Robert·GeorgeCasellaIntroducingMonteCarloMethodswithR123ChristianP.RobertGeorgeCasellaUniversite´ParisDauphineDepartmentofStatisticsUMRCNRS7534U

2、niversityofFloridaCEREMADE103Griffin-FloydHallplaceduMare´chaldeLattreGainesvilleFL32611-8545deTassignyUSA75775Pariscedex16casella@stat.ufl.eduFrancexian@ceremade.dauphine.frSeriesEditorsRobertGentlemanKurtHornikDepartmentofBioinformaticsDepartmentofStatistikandMathematikandComputationalBio

3、logyWirtshchaftsuniversita¨tWienAugasse2-6GenentechSouthSanFranciscoA-1090WienCA94080AustriaUSAGiovanniParmigianiDepartmentofBiostatisticsandComputationalBiologyDana-FarberCancerInstitute44BinneyStreetBoston,MA02115USAISBN978-1-4419-1575-7e-ISBN978-1-4419-1576-4DOI10.1007/978-1-4419-1576-

4、4SpringerNewYorkDordrechtHeidelbergLondonLibraryofCongressControlNumber:2009941076cSpringerScience+BusinessMedia,LLC2010Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewrittenpermissionofthepublisher(SpringerScience+BusinessMedia,LLC,233SpringStreet,NewYork,N

5、Y10013,USA),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnectionwithanyformofinformationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden.Theuseinthispublicationoftradenames,trade

6、marks,servicemarks,andsimilarterms,eveniftheyarenotidentifiedassuch,isnottobetakenasanexpressionofopinionastowhetherornottheyaresubjecttoproprietaryrights.Printedonacid-freepaperSpringerispartofSpringerScience+BusinessMedia(www.springer.com)vToourparents,whotaughtusmuchinmanyways.viWhatif

7、youhaven'tthedata?"Thenweshallproceeddirectlytothebrandyandcigars."LyndsayFayeTheCaseofColonelWarbuton'sMadnessPrefaceAfterthat,itwasdowntoattitude."IanRankinBlack&BlueThepurposeofthisbookistoprovideaself-containedentryintoMonteCarlocomputationaltechniques.Firstan