Statistics and Simulation IWS 8, Vienna, Austria, September 2015 [Hardcover]

This volume features original contributions and invited review articles on mathematical statistics, statistical simulation and experimental design. The selected peer-reviewed contributions originate from the 8th International Workshop on Simulation held in Vienna in 2015. The book is intended for mathematical statisticians, Ph.D. students and statisticians working in medicine, engineering, pharmacy, psychology, agriculture and other related fields.

The International Workshops on Simulation are devoted to statistical techniques in stochastic simulation, data collection, design of scientific experiments and studies representing broad areas of interest. The first 6 workshops took place in St. Petersburg, Russia, in 1994  2009 and the 7th workshop was held in Rimini, Italy, in 2013.

Preface.- Part I: Invited Papers.- 1. Design and analysis of simulation experiments (Jack P. C. Kleijnen).- 2. A review of simulation usage in the New Zealand electricity market (Golbon Zakeri, Geoff Pritchard).- 3. Power and sample size considerations in psychometrics (Clemens Draxler, Klaus D. Kubinger).- 4. Bootstrap change point testing for dependent data (Zuzana Pr?akov?).- Part II: Simulation for mathematical modeling and analysis.- 5. The covariation matrix of solution of a linear algebraic system by the Monte Carlo method (Tatiana M. Tovstik).- 6. Large-scale simulation of acoustic waves in random multiscale media (Olga N. Soboleva, Ekaterina P. Kurochkina).- 7. Parameter inference for stochastic differential equations with density tracking by quadrature (Harish S. Bhat, R. W. M. A. Madushani, Shagun Rawat).- 8. New Monte Carlo algorithm for evaluation of outgoing polarized radiation (Gennady A. Mikhailov, Natalya V. Tracheva, Sergey A. Ukhinov).- Part III: Simulation for stochastic processes and their applications.- 9. Simulation of stochastic processes with generation and transport of particles (Elena Ermishkina,l“ê