Accession Number : AD0718331

Title :   Monte Carlo Simulation -- An Overview,

Corporate Author : NAVAL AMMUNITION DEPOT CRANE IND QUALITY EVALUATION DEPT

Personal Author(s) : Wimmenauer,Claude

Report Date : JAN 1971

Pagination or Media Count : 43

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)

Descriptors :   (*MONTE CARLO METHOD, REVIEWS), (*RANDOM VARIABLES, SOURCES), STATISTICAL DISTRIBUTIONS, COMPUTER PROGRAMMING, SIMULATION, SAMPLING, BIBLIOGRAPHIES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE