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Design and Analysis of Simulation Experiments, Hardcover by Ermakov, Sergei M.; Melas, Viatcheslav B., ISBN 0792336623, ISBN-13 9780792336624, Like New Used, Free shipping in the US
The authors (both in the Department of Mathematics and Mechanics, St. Petersburg State U., Russia) explore a new branch of experimental design theory called simulation experimental design, which combines the theory of experimental design and system simulation techniques. Special attention is given to the mathematical theory of such universal variance reduction techniques as splitting and Russian Roulette. The volume contains a number of results on regression design theory related to nonlinear problems, the E-optimum criterion, and designs which minimize bias. Translated from the Russian original of 1993. Annotation c. by Book News, Inc., Portland, Or.
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