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Published in:
2004 | OriginalPaper | Chapter
Preliminaries
Authors : Reuven Y. Rubinstein, Dirk P. Kroese
Published in: The Cross-Entropy Method
Publisher: Springer New York
Included in: Professional Book Archive
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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.