ESTIMATION OF RANDOM VARIABLE DISTRIBUTION PARAMETERS BY THE MONTE CARLO METHOD

被引：7

作者：

Sienkowski, Sergiusz ^{[1
]}

机构：

[1] Univ Zielona Gora, Fac Elect Engn Comp Sci & Telecommun, Inst Elect Metrol, PL-65246 Zielona Gora, Poland

来源：

METROLOGY AND MEASUREMENT SYSTEMS | 2013年 / 20卷 / 02期

关键词：

Monte Carlo method; mean; mean square; variance;

D O I：

10.2478/mms-2013-0022

中图分类号：

TH7 [仪器、仪表];

学科分类号：

0804 ; 080401 ; 081102 ;

摘要：

The paper is concerned with issues of the estimation of random variable distribution parameters by the Monte Carlo method. Such quantities can correspond to statistical parameters computed based on the data obtained in typical measurement situations. The subject of the research is the mean, the mean square and the variance of random variables with uniform, Gaussian, Student, Simpson, trapezoidal, exponential, gamma and arcsine distributions.

引用

页码：249 / 262

页数：14

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