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Design and analysis of Monte Carlo experiments

Kleijnen,Jack P.C.
Abstract
By definition, computer simulation or Monte Carlo models are not solved by mathematical analysis (such as differential calculus), but are used for numerical experimentation. The goal of these experiments is to answer questions about the real world; i.e., the experimenters may use their models to answer what if questions this is also called sensitivity analysis.
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Pagination: 1192
Date
2012
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Springer Verlag
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Tilburg University Research Output Collection
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Citation
Kleijnen, J P C 2012, Design and analysis of Monte Carlo experiments. in J E Gentle, W Haerdle & Y Mori (eds), Handbook of Computational Statistics, Vol. 1. Concepts and Fundamentals, 2nd Edition. Springer Handbooks of Computational Statistics, Springer Verlag, Heidelberg, pp. 529-548.
URI
https://hdl.handle.net/20.500.14602/15877
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