Monte Carlo Simulation -- An Overview,

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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

Author(s):
Wimmenauer, Claude
Author Organization(s):
NAVAL AMMUNITION DEPOT CRANE IND QUALITY EVALUATION DEPT
Pagination:
0043

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
QETR-8
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*MONTE CARLO METHOD, REVIEWS), (*RANDOM VARIABLES, SOURCES), STATISTICAL DISTRIBUTIONS, COMPUTER PROGRAMMING, SIMULATION, SAMPLING, BIBLIOGRAPHIES
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
MONTE CARLO SIMULATION, *RANDOM NUMBERS, SIMULATION LANGUAGES, COMPUTERIZED SIMULATION
Report Date:
1970 Jan 01