Praise for the Second Edition: «This is quite a well-done book: very tightly organized, better-than-average exposition, and numerous examples, illustrations, and applications.» —Mathematical Reviews of the American Mathematical Society An Introduction to Linear Programming and Game Theory, Third Edition presents a rigorous, yet accessible, introduction to the theoretical concepts and computational techniques of linear programming and game theory. Now with more extensive modeling exercises and detailed integer programming examples, this book uniquely illustrates how mathematics can be used in real-world applications in the social, life, and managerial sciences, providing readers with the opportunity to develop and apply their analytical abilities when solving realistic problems. This Third Edition addresses various new topics and improvements in the field of mathematical programming, and it also presents two software programs, LP Assistant and the Solver add-in for Microsoft Office Excel, for solving linear programming problems. LP Assistant, developed by coauthor Gerard Keough, allows readers to perform the basic steps of the algorithms provided in the book and is freely available via the book's related Web site. The use of the sensitivity analysis report and integer programming algorithm from the Solver add-in for Microsoft Office Excel is introduced so readers can solve the book's linear and integer programming problems. A detailed appendix contains instructions for the use of both applications. Additional features of the Third Edition include: A discussion of sensitivity analysis for the two-variable problem, along with new examples demonstrating integer programming, non-linear programming, and make vs. buy models Revised proofs and a discussion on the relevance and solution of the dual problem A section on developing an example in Data Envelopment Analysis An outline of the proof of John Nash's theorem on the existence of equilibrium strategy pairs for non-cooperative, non-zero-sum games Providing a complete mathematical development of all presented concepts and examples, Introduction to Linear Programming and Game Theory, Third Edition is an ideal text for linear programming and mathematical modeling courses at the upper-undergraduate and graduate levels. It also serves as a valuable reference for professionals who use game theory in business, economics, and management science.
In recent years, with the introduction of new media products, there has been a shift in the use of programming languages from FORTRAN or C to MATLAB for implementing numerical methods. This book makes use of the powerful MATLAB software to avoid complex derivations, and to teach the fundamental concepts using the software to solve practical problems. Over the years, many textbooks have been written on the subject of numerical methods. Based on their course experience, the authors use a more practical approach and link every method to real engineering and/or science problems. The main benefit is that engineers don't have to know the mathematical theory in order to apply the numerical methods for solving their real-life problems. An Instructor's Manual presenting detailed solutions to all the problems in the book is available online.
This book is an introduction to numerical analysis and intends to strike a balance between analytical rigor and the treatment of particular methods for engineering problems Emphasizes the earlier stages of numerical analysis for engineers with real-life problem-solving solutions applied to computing and engineering Includes MATLAB oriented examples An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.
The Wiley Classics Library consists of selected books that have become recognized classics in their respective fields. With these new unabridged and inexpensive editions, Wiley hopes to extend the life of these important works by making them available to future generations of mathematicians and scientists. Currently available in the Series: T. W. Anderson Statistical Analysis of Time Series T. S. Arthanari & Yadolah Dodge Mathematical Programming in Statistics Emil Artin Geometric Algebra Norman T. J. Bailey The Elements of Stochastic Processes with Applications to the Natural Sciences George E. P. Box & George C. Tiao Bayesian Inference in Statistical Analysis R. W. Carter Simple Groups of Lie Type William G. Cochran & Gertrude M. Cox Experimental Designs, Second Edition Richard Courant Differential and Integral Calculus, Volume I Richard Courant Differential and Integral Calculus, Volume II Richard Courant & D. Hilbert Methods of Mathematical Physics, Volume I Richard Courant & D. Hilbert Methods of Mathematical Physics, Volume II D. R. Cox Planning of Experiments Harold M. S. Coxeter Introduction to Modern Geometry, Second Edition Charles W. Curtis & Irving Reiner Representation Theory of Finite Groups and Associative Algebras Charles W. Curtis & Irving Reiner Methods of Representation Theory with Applications to Finite Groups and Orders, Volume I Charles W. Curtis & Irving Reiner Methods of Representation Theory with Applications to Finite Groups and Orders, Volume II Bruno de Finetti Theory of Probability, Volume 1 Bruno de Finetti Theory of Probability, Volume 2 W. Edwards Deming Sample Design in Business Research Amos de Shalit & Herman Feshbach Theoretical Nuclear Physics, Volume 1 –Nuclear Structure J. L. Doob Stochastic Processes Nelson Dunford & Jacob T. Schwartz Linear Operators, Part One, General Theory Nelson Dunford & Jacob T. Schwartz Linear Operators, Part Two, Spectral Theory–Self Adjoint Operators in Hilbert Space Nelson Dunford & Jacob T. Schwartz Linear Operators, Part Three, Spectral Operators Herman Fsehbach Theoretical Nuclear Physics: Nuclear Reactions Bernard Friedman Lectures on Applications-Oriented Mathematics Gerald d. Hahn & Samuel S. Shapiro Statistical Models in Engineering Morris H. Hansen, William N. Hurwitz & William G. Madow Sample Survey Methods and Theory, Volume I–Methods and Applications Morris H. Hansen, William N. Hurwitz & William G. Madow Sample Survey Methods and Theory, Volume II–Theory Peter Henrici Applied and Computational Complex Analysis, Volume 1–Power Series–lntegration–Conformal Mapping–Location of Zeros Peter Henrici Applied and Computational Complex Analysis, Volume 2–Special Functions–Integral Transforms–Asymptotics–Continued Fractions Peter Henrici Applied and Computational Complex Analysis, Volume 3–Discrete Fourier Analysis–Cauchy Integrals–Construction of Conformal Maps–Univalent Functions Peter Hilton & Yel-Chiang Wu A Course in Modern Algebra Harry Hochetadt Integral Equations Erwin O. Kreyezig Introductory Functional Analysis with Applications William H. Louisell Quantum Statistical Properties of Radiation All Hasan Nayfeh Introduction to Perturbation Techniques Emanuel Parzen Modern Probability Theory and Its Applications P.M. Prenter Splines and Variational Methods Walter Rudin Fourier Analysis on Groups C. L. Siegel Topics in Complex Function Theory, Volume I–Elliptic Functions and Uniformization Theory C. L. Siegel Topics in Complex Function Theory, Volume II–Automorphic and Abelian integrals C. L Siegel Topics in Complex Function Theory, Volume III–Abelian Functions & Modular Functions of Several Variables J. J. Stoker Differential Geometry J. J. Stoker Water Waves: The Mathematical Theory with Applications J. J. Stoker Nonlinear Vibrations in Mechanical and Electrical Systems
A new, revised edition of a yet unrivaled work on frequency domain analysis Long recognized for his unique focus on frequency domain methods for the analysis of time series data as well as for his applied, easy-to-understand approach, Peter Bloomfield brings his well-known 1976 work thoroughly up to date. With a minimum of mathematics and an engaging, highly rewarding style, Bloomfield provides in-depth discussions of harmonic regression, harmonic analysis, complex demodulation, and spectrum analysis. All methods are clearly illustrated using examples of specific data sets, while ample exercises acquaint readers with Fourier analysis and its applications. The Second Edition: Devotes an entire chapter to complex demodulation Treats harmonic regression in two separate chapters Features a more succinct discussion of the fast Fourier transform Uses S-PLUS commands (replacing FORTRAN) to accommodate programming needs and graphic flexibility Includes Web addresses for all time series data used in the examples An invaluable reference for statisticians seeking to expand their understanding of frequency domain methods, Fourier Analysis of Time Series, Second Edition also provides easy access to sophisticated statistical tools for scientists and professionals in such areas as atmospheric science, oceanography, climatology, and biology.
The subject of time series is of considerable interest, especially among researchers in econometrics, engineering, and the natural sciences. As part of the prestigious Wiley Series in Probability and Statistics, this book provides a lucid introduction to the field and, in this new Second Edition, covers the important advances of recent years, including nonstationary models, nonlinear estimation, multivariate models, state space representations, and empirical model identification. New sections have also been added on the Wold decomposition, partial autocorrelation, long memory processes, and the Kalman filter. Major topics include: * Moving average and autoregressive processes * Introduction to Fourier analysis * Spectral theory and filtering * Large sample theory * Estimation of the mean and autocorrelations * Estimation of the spectrum * Parameter estimation * Regression, trend, and seasonality * Unit root and explosive time series To accommodate a wide variety of readers, review material, especially on elementary results in Fourier analysis, large sample statistics, and difference equations, has been included.
R, an Open Source software, has become the de facto statistical computing environment. It has an excellent collection of data manipulation and graphics capabilities. It is extensible and comes with a large number of packages that allow statistical analysis at all levels – from simple to advanced – and in numerous fields including Medicine, Genetics, Biology, Environmental Sciences, Geology, Social Sciences and much more. The software is maintained and developed by academicians and professionals and as such, is continuously evolving and up to date. Statistics and Data with R presents an accessible guide to data manipulations, statistical analysis and graphics using R. Assuming no previous knowledge of statistics or R, the book includes: A comprehensive introduction to the R language. An integrated approach to importing and preparing data for analysis, exploring and analyzing the data, and presenting results. Over 300 examples, including detailed explanations of the R scripts used throughout. Over 100 moderately large data sets from disciplines ranging from Biology, Ecology and Environmental Science to Medicine, Law, Military and Social Sciences. A parallel discussion of analyses with the normal density, proportions (binomial), counts (Poisson) and bootstrap methods. Two extensive indexes that include references to every R function (and its arguments and packages used in the book) and to every introduced concept.
Treats linear regression diagnostics as a tool for application of linear regression models to real-life data. Presentation makes extensive use of examples to illustrate theory. Assesses the effect of measurement errors on the estimated coefficients, which is not accounted for in a standard least squares estimate but is important where regression coefficients are used to apportion effects due to different variables. Also assesses qualitatively and numerically the robustness of the regression fit.
Complex multivariate testing problems are frequently encountered in many scientific disciplines, such as engineering, medicine and the social sciences. As a result, modern statistics needs permutation testing for complex data with low sample size and many variables, especially in observational studies. The Authors give a general overview on permutation tests with a focus on recent theoretical advances within univariate and multivariate complex permutation testing problems, this book brings the reader completely up to date with today’s current thinking. Key Features: Examines the most up-to-date methodologies of univariate and multivariate permutation testing. Includes extensive software codes in MATLAB, R and SAS, featuring worked examples, and uses real case studies from both experimental and observational studies. Includes a standalone free software NPC Test Release 10 with a graphical interface which allows practitioners from every scientific field to easily implement almost all complex testing procedures included in the book. Presents and discusses solutions to the most important and frequently encountered real problems in multivariate analyses. A supplementary website containing all of the data sets examined in the book along with ready to use software codes. Together with a wide set of application cases, the Authors present a thorough theory of permutation testing both with formal description and proofs, and analysing real case studies. Practitioners and researchers, working in different scientific fields such as engineering, biostatistics, psychology or medicine will benefit from this book.
The use of Bayesian methods for the analysis of data has grown substantially in areas as diverse as applied statistics, psychology, economics and medical science. Bayesian Methods for Categorical Data sets out to demystify modern Bayesian methods, making them accessible to students and researchers alike. Emphasizing the use of statistical computing and applied data analysis, this book provides a comprehensive introduction to Bayesian methods of categorical outcomes. * Reviews recent Bayesian methodology for categorical outcomes (binary, count and multinomial data). * Considers missing data models techniques and non-standard models (ZIP and negative binomial). * Evaluates time series and spatio-temporal models for discrete data. * Features discussion of univariate and multivariate techniques. * Provides a set of downloadable worked examples with documented WinBUGS code, available from an ftp site. The author's previous 2 bestselling titles provided a comprehensive introduction to the theory and application of Bayesian models. Bayesian Models for Categorical Data continues to build upon this foundation by developing their application to categorical, or discrete data – one of the most common types of data available. The author's clear and logical approach makes the book accessible to a wide range of students and practitioners, including those dealing with categorical data in medicine, sociology, psychology and epidemiology.