Monte Carlo Methods

  • Massimiliano Bonamente
Chapter
Part of the Graduate Texts in Physics book series (GTP)

Abstract

The term Monte Carlo refers to the use of random variables to evaluate quantities such as integrals or parameters of fit functions that are typically too complex to evaluate via other analytic methods. This chapter presents elementary Monte Carlo methods that are of common use in data analysis and statistics, in particular the bootstrap and jackknife methods to estimate parameters of fit functions.

Keywords

Covariance 

Copyright information

© Springer Science+Busines Media New York 2013

Authors and Affiliations

  • Massimiliano Bonamente
    • 1
  1. 1.Department of PhysicsUniversity of AlabamaHuntsvilleUSA

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