Blätter der DGVFM

, Volume 8, Issue 3, pp 431–456 | Cite as

Allgemeiner Bericht über Monte-Carlo-Methoden

  • Fritz Lehmann


Employing a Monte Carlo method for the solution of any problem means fixing a probability field with certain random variables as a stochastic model of the problem, using some procedure for generating random numbers to perform random experiments on the model and choosing statistics for estimating the parameters of the model. The only requirement for theoretical usefulness of the method is that there are known relations between the parameters of the stochastic model and the given problem. The paper reports the most commonly used procedures for generating, testing and transforming random numbers and several well known ways of choosing the stochastic model, if small variance of the estimates is desired.


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© DAV/DGVFM 1967

Authors and Affiliations

  • Fritz Lehmann
    • 1
  1. 1.München

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