Techniques for Efficient Monte Carlo Simulation. Volume I. Selecting Probability Distributions
SCIENCE APPLICATIONS INC LA JOLLA CA
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The document is the first of three volumes which present techniques and methods for developing efficient Monte Carlo simulation. The volume provides a straightforward approach and associated techniques for selecting the most appropriate probability distributions for use in Monte Carlo simulations. Part 1, Basic Considerations, presents the underlying concepts and principles for selecting probability distributions. Part 2, Selection of Distributions, gives the mathematical models representing stochastic processes and presents step-by- step procedures for identification and selection of the appropriate probability distributions based upon the degree of knowledge and available data for the ramdom variable under study.
- Statistics and Probability