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Monte carlo techniques

  • S. Youssef
Reviews, Tables, And Plots Mathematical Tools or Statistics, Monte Carlo, Group Theory
  • 85 Downloads

Abstract

Monte Carlo techniques are often the only practical way to evaluate difficult integrals or to sample random variables governed by complicated probability density functions. Here we describe an assortment of methods for sampling some commonly occurring probability density functions.

Keywords

Probability Density Function Importance Sampling Monte Carlo Technique Random Angle Random Variate Generation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References:

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Copyright information

© Springer-Verlag 2000

Authors and Affiliations

  • S. Youssef
    • 1
  1. 1.SCRIFlorida State UniversityUSA

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