The Monte Carlo Method: Computer Simulation of Experiments
Many times we wish to simulate the results of an experiment by using a computer and random variables, using the pseudo-random number generators available on computers. This is known as Monte Carlo simulation. This is often done because the experiment is very complicated and it is not practical to analytically summarize all of the different effects influencing our results. We try to generate a set of representative simulated events and let them, on a computer, run through our apparatus. In this chapter, we will examine techniques for doing this efficiently. This method is necessarily connected with computers and we will introduce some simple computer problems here also.
KeywordsImportance Sampling Monte Carlo Technique Homework Problem Monte Carlo Distribution Exponential Density Function
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