Description: Abstract: "The paper is concerned with the basic concepts and techniques of Monte Carlo, such as the generation of random numbers, the construction of samples from a given distribution, and techniques for reducing the variances of the estimates. The latter include the expected values method, systematic and stratified sampling, importance sampling, splitting and Russian roulette, conditional Monte Carlo, and correlation and regression. These are discussed with reference to two examples: a system comprising a roulette wheel and three urns, and a simplified neutron shielding problem. For the two-stage sampling in the first example, the inequalities among the variances of ten of the estimates obtained by various methods are investigated."
Date: September 1958
Creator: Kaplan, Edward L.
Item Type: Refine your search to only Report
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