Advances in Stochastic Simulation Methods

I: Simulation Models.- 1 Solving the Nonlinear Algebraic Equations with Monte Carlo Method.- 2 Monte Carlo Algorithms For Neumann Boundary Value Problem Using Fredholm Representation.- 3 Estimation Errors for Functionals on Measure Spaces.- 4 The Multilevel Method of Dependent Tests.- 5 Algebraic Modelling and Performance Evaluation of Acyclic Fork-Join Queueing Networks.- II: Experimental Designs.- 6 Analytical Theory of E-Optimal Designs for Polynomial Regression.- 7 Bias Constrained Minimax Robust Designs for Misspecified Regression Models.- 8 A Comparative Study of MV- and SMV-Optimal Designs for Binary Response Models.- 9 On the Criteria for Experimental Design in Nonlinear Error-In-Variables Models.- 10 On Generating and Classifying all q71-m-1Regularly Blocked Factional Designs.- 11 Locally Optimal Designs in Non-Linear Regression: A Case Study of the Michaelis-Menten Function.- 12 D-Optimal Designs for Quadratic Regression Models.- 13 On the Use of Symmetry in Optimal Design of Experiments.- III: Statistical Inference.- 14 Higher Order Moments of Order Statistics from the Pareto Distribution and Edgeworth Approximate Inference.- 15 Higher Order Moments of Order Statistics from the Power Function Distribution and Edgeworth Approximate Inference.- 16 Selecting from Normal Populations the One with the Largest Absolute Mean: Comon Unknown Variance Case.- 17 Conditional Inference for the Parameters of Pareto Distributions when Observed Samples are Progressively Censored.- IV: Applied Statistics and Related Topics.- 18 On Randomizing Estimators in Linear Regression Models.- 19 Nonstationary Generalized Automata with Periodically Variable Parameters and Their Optimization.- 20 Power of Some Asymptotic Tests for Maximum Entropy.- 21 Partially Inversion of Functions for Statistical Modelling of Regulatory Systems.- 22 Simple Efficient Estimation for Three-Parameter Lognormal Distributions with pplications to Emissions Data and State Traffic Rate Data.

N. BALAKRISHNAN, PhD, is Professor of Mathematics and Statistics at McMaster University in Hamilton, Ontario, Canada.V. B. NEVZOROV, PhD, DS, is Professor of Probability and Statistics at St. Petersburg State University in St. Petersburg, Russia.