Monte Carlo Sampling

  • Dirk P. Kroese
  • Joshua C. C. Chan


Monte Carlo sampling—that is, random sampling on a computer—has become an important methodology in modern statistics. By simulating random variables from specified statistical models and probability distributions one can often estimate certain statistical quantities that may otherwise be difficult to obtain.


Markov Chain Markov Chain Monte Carlo Gibbs Sampler Transition Density Monte Carlo Sampling 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© The Author(s) 2014

Authors and Affiliations

  • Dirk P. Kroese
    • 1
  • Joshua C. C. Chan
    • 2
  1. 1.School of Mathematics and PhysicsThe University of QueenslandBrisbaneAustralia
  2. 2.Department of EconomicsAustralian National UniversityCanberraAustralia

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