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文件名称：Monte Carlo methods
文件大小：235KB
文件格式：PDF
更新时间：2016-12-26 17:08:19
Monte Carlo methods
Monte Carlo methods
Monte Carlo means using random numbers in scientific computing. More
precisely, it means using random numbers as a tool to compute something that is
not random. For example1
, let X be a random variable and write its expected
value as A = E[X]. If we can generate X1, . . . , Xn, n independent random
variables with the same distribution, then we can make the approximation