Approximating Integrals via Monte Carlo and Deterministic Methods
Michael Evans and Timothy Swartz
Oxford University Press, 2000
Errros and Typos
Here are typos/errors reported to us with thanks acknowledged.
- Chapter 3
- Problem 3.11 (p.50) -
The density of the multivariate t has one bracket missing as it should read
"$f(x)=\frac{\Gamma((\lambda+k)/2)}{...}$". (Marcel Wolbers)
- Problem 23, (page 53) - The text which reads "$X=\sqrt{-4\ln\left\|
V\right\| }V$'' should read ``$X=\sqrt{-4\ln\left\| V\right\| }V/\left\|
V\right\| $". (K. Vince Fernando)
- Chapter 5
- In example 5.2 it is incorrectly claimed that the cdf cannot be obtained
in closed form. As pointed out by Soren Asmussen the pdf is of the
form h'(z)exp(-h(z) which has cdf exp(-h(z)). As such the example serves
just as an illustration of the technique discussed in that section
for obtaining exact error bounds rather than a practical application.
- Chapter 7
- In Example 7.5, (pg. 236), the text reads "...what is known as a
random walk chain as Yi = Xi + X where Z is generated according to q" should
read "`...what is known as a random walk chain as Yi = Xi + Z where Z is
generated according to q". (Anwar Khan)