Design and analysis of Monte Carlo experiments

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Abstract

By definition, computer simulation or Monte Carlo models are not solved by mathematical analysis (such as differential calculus), but are used for numerical experimentation. The goal of these experiments is to answer questions about the real world; i.e., the experimenters may use their models to answer what if questions this is also called sensitivity analysis.
Original languageEnglish
Title of host publicationHandbook of Computational Statistics, Vol. 1. Concepts and Fundamentals, 2nd Edition
EditorsJ.E. Gentle, W. Haerdle, Y. Mori
Place of PublicationHeidelberg
PublisherSpringer Verlag
Pages529-548
Number of pages1192
ISBN (Print)9783642215506
Publication statusPublished - 2012

Publication series

NameSpringer Handbooks of Computational Statistics

Fingerprint

Monte Carlo Experiment
Differential Calculus
Mathematical Analysis
Experimentation
Sensitivity Analysis
Computer Simulation
Model
Experiment
Design

Cite this

Kleijnen, J. P. C. (2012). Design and analysis of Monte Carlo experiments. In J. E. Gentle, W. Haerdle, & Y. Mori (Eds.), Handbook of Computational Statistics, Vol. 1. Concepts and Fundamentals, 2nd Edition (pp. 529-548). (Springer Handbooks of Computational Statistics). Heidelberg: Springer Verlag.
Kleijnen, Jack P.C. / Design and analysis of Monte Carlo experiments. Handbook of Computational Statistics, Vol. 1. Concepts and Fundamentals, 2nd Edition. editor / J.E. Gentle ; W. Haerdle ; Y. Mori. Heidelberg : Springer Verlag, 2012. pp. 529-548 (Springer Handbooks of Computational Statistics).
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Kleijnen, JPC 2012, Design and analysis of Monte Carlo experiments. in JE Gentle, W Haerdle & Y Mori (eds), Handbook of Computational Statistics, Vol. 1. Concepts and Fundamentals, 2nd Edition. Springer Handbooks of Computational Statistics, Springer Verlag, Heidelberg, pp. 529-548.

Design and analysis of Monte Carlo experiments. / Kleijnen, Jack P.C.

Handbook of Computational Statistics, Vol. 1. Concepts and Fundamentals, 2nd Edition. ed. / J.E. Gentle; W. Haerdle; Y. Mori. Heidelberg : Springer Verlag, 2012. p. 529-548 (Springer Handbooks of Computational Statistics).

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

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Kleijnen JPC. Design and analysis of Monte Carlo experiments. In Gentle JE, Haerdle W, Mori Y, editors, Handbook of Computational Statistics, Vol. 1. Concepts and Fundamentals, 2nd Edition. Heidelberg: Springer Verlag. 2012. p. 529-548. (Springer Handbooks of Computational Statistics).