Preliminaries

  • Reuven Y. Rubinstein
  • Dirk P. Kroese
Part of the Information Science and Statistics book series (ISS)

Abstract

The purpose of this preparatory chapter is to provide some initial background for this book, including a summary of the relevant definitions and concepts in probability, statistics, simulation and information theory. Readers familiar with these ideas may wish to skip through this chapter and proceed to the tutorial on the cross-entropy method in Chapter 2.

Keywords

Score Function Maximum Likelihood Estimator Fisher Information Exponential Family Discrete Random Variable 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • Reuven Y. Rubinstein
    • 1
  • Dirk P. Kroese
    • 2
  1. 1.Department of Industrial Engineering and ManagementTechnionTechnion City, HaifaIsrael
  2. 2.Department of MathematicsUniversity of QueenslandBrisbaneAustralia

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