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A Primer for the Monte Carlo Method

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Table of Contents

Introduction: General Idea of the Method. Simulating Random Variables: Random Variables. Generating Random Variables on a Computer. Transformations of Random Variables. Examples of the Application of the Monte Carlo Method: Simulation of a Mass-Servicing System. Calculating the Quality and Reliability of Devices. Computation of Neutron Transmission through a Plate. An Astrophysical Problem. Evaluating a Definite Integral. Additional Information: On Pseudorandom Numbers. On Methods for Generating Random Variables. On Monte Carlo Algorithms. References. Index


"...Useful and thought-provoking...readily accessible to researchers in a wide variety of fields." ~Bruce Jay Collings, Brigham Young University, Journal of the American Statistical Association

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