نتایج جستجو برای: monte carlo analysis

تعداد نتایج: 2876784  

In this paper, we discuss the statistical inference on the unknown parameters and reliability function of type-II extreme value (EVII) distribution when the observed data are progressively type-II censored. By applying EM algorithm, we obtain maximum likelihood estimates (MLEs). We also suggest approximate maximum likelihood estimators (AMLEs), which have explicit expressions. We provide Bayes ...

Journal: :journal of industrial engineering, international 2005
s.s hashemin s.m.t fatemi ghomi

this paper proposes a hybrid method to find cumulative distribution function (cdf) of completion time of gert-type networks (gtn) which have no loop and have only exclusive-or nodes. proposed method is cre-ated by combining an analytical transformation with gaussian quadrature formula. also the combined crude monte carlo simulation and combined conditional monte carlo simulation are developed a...

Journal: :Computer Physics Communications 2006

1998
Russel E. Caflisch

Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O(N~^), is independent of dimension, which shows Monte Carlo to be very robust but also slow. This article presents an introduction to Monte Carlo methods for integration problems, including convergence theory, sampling methods and variance reduction techniques. Accelerated convergence for Monte Ca...

1998
Art B. Owen

This paper surveys recent research on using Monte Carlo techniques to improve quasi-Monte Carlo techniques. Randomized quasi-Monte Carlo methods provide a basis for error estimation. They have, in the special case of scrambled nets, also been observed to improve accuracy. Finally through Latin supercube sampling it is possible to use Monte Carlo methods to extend quasi-Monte Carlo methods to hi...

Journal: :Applications of Mathematics 1962

Journal: :ICGA Journal 2009

Journal: :Symposium - International Astronomical Union 1985

Journal: :Journal of Turbulence 2020

Journal: :Statistics and Computing 2021

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