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.
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© 2004 Springer Science+Business Media New York
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Rubinstein, R.Y., Kroese, D.P. (2004). Preliminaries. In: The Cross-Entropy Method. Information Science and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-4321-0_1
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DOI: https://doi.org/10.1007/978-1-4757-4321-0_1
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-1940-3
Online ISBN: 978-1-4757-4321-0
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