Random Number Generation and Monte Carlo Methods, Second Edition

Errata

• Page 9, line 1b:
  Instead of "negative", should be "nonnegative".
• Page 16, Figure 1.3:
  Point 14 should be (28,22) and point 15 should be (22,4).
  (Thanks to Tom Yost!)
• Page 17, line 2:
  Delete 0.35 (there are only 5 lags).
  (Thanks to Tom Yost!)
• Page 79, equation (2.13):
  The "i" in the second factor in the numerator in the product should be "j".
  I should also mention that the product should be interpreted as a 1, if r=0.
  (Thanks to Martin Schader!)
• Page 95, last two lines in Table 3.1:
  Instead of "0.037037" should be "0.074074" and
  instead of "0.370370" should be "0.407407".
  (Thanks to Chris Pouliot!)
• Page 106, line 10:
  In the definition of N_k, omit the leading factor, b^{-j}. N_k is just the double sum of the d_{ij}.
  (Thanks to Martin Schader!)
• Page 142, first line in Figure 4.16:
  y_{i+3} should be y_{i+2} and y_{i+2} should be y_{i+3}.
• Page 181, description of Dagpunar's method for the truncated gamma:
  There are three errors:
  First, the method using a single exponential majorizing density only applies if the shape parameter, alpha is greater than 1. (For alpha less than 1, a mixture of two exponentials can be used. Second, in the method described here, beta=1; that is, as described, the method is only for a standard truncated gamma. (This is consistent with the previous algorithms on page 179, but the description indicates that this restriction does not apply.)
  Third, the "log u1" in step 2 (line 14 of page 181) should be "-log u".
  For the case of general beta, remember that the tau is also scaled by beta.
  (Thanks to Ted Chang!)
• Page 149, equation on line
  The factor exp(x^2/2) should not be present; that is, the joint density should just be
  1/sqrt{2\pi}
  (Thanks to Ted Chang!)
• Page 191, equation on line 7b:
  Should be
  x = sigma sqrt ( - 2 log(u) )
  (Thanks to Mark Kot!)
• Page 199, line 14 (in step 2 of Algorithm 5.8):
  The degrees of freedom should be "n+1-i" (instead of "n-i").
  (Thanks to Aki Vehtari!)
• Page 200, Algorithm 5.9:
  In Step 5, "w" should be "r", and in step 6, "r" should be "p_k" in both places.
  (Thanks to Weijie Cai!)
• Page 202, lines 5 and 11, and 14 and 15:
  The u's should be generated from U(-1,1), rather than from U(0,1).
  Lines 14 and 15 should be "x_1=u_1" and "x_2=u_2".
  (Thanks to Hakan Demirtas!)
• Page 205, equation (5.39):
  The limits should also include "\sum x_j \leq 1". Also, in that equation the product and the sum in the normalizing factor extend over j=1,...,d+1, while the product in the function of the x_j extends over j=1,...,d.
  (Thanks to Aki Vehtari!)
• Page 206:
  The number of variables defined in the equation in line 8 should be d (instead of k), and the parameters in the next line should include \alpha_{d+1} as the last one.
  (Thanks to Aki Vehtari!)
• Page 293, line 2 in Figure 8.3:
  Instead of "rnunif", should be "runif".
  ( Thanks to Petri Koistinen! )