Monte Carlo sampling—that is, random sampling on a computer—has become an important methodology in modern statistics. By simulating random variables from specified statistical models and probability distributions, one can often estimate certain statistical quantities that may otherwise be difficult to obtain.

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Monte Carlo Sampling

  • Joshua C. C. Chan,
  • Dirk P. Kroese

摘要

Monte Carlo sampling—that is, random sampling on a computer—has become an important methodology in modern statistics. By simulating random variables from specified statistical models and probability distributions, one can often estimate certain statistical quantities that may otherwise be difficult to obtain.