Anyone who attempts to generate random numbers by deterministic means is, of course, living in a state of sin.
John von Neumann
Livros sugeridos:
- S. Ross, Simulation, Academic Press, (2006)
- L. Devroye, Non-Uniform Random Variate Generation, Springer (1986)
- C. Robert, G. Casella, Introducing Monte Carlo Methods with R, Springer (2010)
- E. Suess, B. E. Trumbo, Introduction to Probability Simulation and Gibbs Sampling with R, Springer (2010)
Software:
http://www.r-project.org/
http://www.rstudio.com/