Estimation of Random Variable Distribution Parameters by the Monte Carlo Method

Metrology and Measurement Systems

Sergiusz Sienkowski¹ 

关键词: Monte Carlo method;    mean;    mean square;    variance;   

DOI  :  10.2478/mms-2013-0022

来源: Versita

【 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.

【 授权许可】

Unknown