Introducing Monte Carlo Methods with R

by Christian P. Robert and George Casella

Readers unfamiliar with this book can see what others have said here.

To learn this material as well as possible I worked through a great number of the book's statements and expanded (with further detail) upon anything that was unclear to me at the time. You can find the material I had time to write up by following the links on this page.

• Here
  

• Chapter 1 (Basic R Programming)
  
• Chapter 2 (Random Variable Generation)
  
• Chapter 3 (Monte Carlo Integration)