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Monte Carlo Methods

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Book cover Statistics and Analysis of Scientific Data

Part of the book series: Graduate Texts in Physics ((GTP))

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Abstract

The term Monte Carlo refers to the use of random variables to evaluate quantities such as integrals or parameters of fit functions that are typically too complex to evaluate via other analytic methods. This chapter presents elementary Monte Carlo methods that are of common use in data analysis and statistics, in particular the bootstrap and jackknife methods to estimate parameters of fit functions.

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Authors and Affiliations

  1. University of Alabama, Huntsville, Alabama, USA

    Massimiliano Bonamente

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  1. Massimiliano Bonamente
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Bonamente, M. (2017). Monte Carlo Methods. In: Statistics and Analysis of Scientific Data. Graduate Texts in Physics. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-6572-4_14

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  • DOI: https://doi.org/10.1007/978-1-4939-6572-4_14

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  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4939-6570-0

  • Online ISBN: 978-1-4939-6572-4

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