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Monte Carlo方法应用研究
引用本文:王岩.Monte Carlo方法应用研究[J].云南大学学报(自然科学版),2006(Z1).
作者姓名:王岩
作者单位:青岛理工大学理学院 山东青岛
摘    要:介绍了Monte Carlo(蒙特卡罗)方法,即随机模拟方法,提出了任意分布随机数的产生原理及方法,并用算例说明Monte Carlo方法的使用过程,同时用χ2拟合优度法验证了其合理性.

关 键 词:MonteCarlo方法  一维随机数  二维随机数  条件分布  χ~2拟合优度检验

Monte Carlo method and its applications
WANG Yan.Monte Carlo method and its applications[J].Journal of Yunnan University(Natural Sciences),2006(Z1).
Authors:WANG Yan
Abstract:First an introduction of the Monte Carlo method,or called as the random imitative method,was given.Then the princible and the way of producing a random number with arbitrary distribution were proposed.Some numerical experiments were presented to indicate the process of the Monte Carlo method.and its reasonableness using the method of chi-square goodness of fit was verified.
Keywords:Monte Carlo method  one-dimension random number  conditional distribution  test of chi-square goodness of fit  
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