Monte Carlo Simulation -- An Overview,

Abstract

The report covers the congruential method of generating uniform random numbers, and discusses the generation of random variables from several continuous and discrete distributions. Also included is generation of random variables from empirical data. Discussions of variance reduction techniques and general purpose simulation languages are included. In addition, an example of the use of the Monte Carlo technique and a bibliography for Random Numbers and Monte Carlo are included. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1971
Accession Number
AD0718331

Entities

People

  • Claude Wimmenauer

Tags

DTIC Thesaurus Topics

  • Bibliographies
  • Demographic Cohorts
  • Discrete Distribution
  • Language
  • Monte Carlo Method
  • Random Variables
  • Simulation Languages
  • Simulations

Readers

  • Business Analytics
  • Computer Programming and Software Development.
  • Regression Analysis.