Monte-Carlo methods

Haim Shore

doi:10.1002/9780470061572.eqr188

Monte-Carlo methods

Haim Shore

Department of Industrial Engineering and Management

Research output: Chapter in Book/Report/Conference proceeding › Entry for encyclopedia/dictionary › peer-review

Abstract

Monte Carlo methods are widely used in all branches of science and technology in general, and in quality and reliability engineering, in particular. In this article, Monte Carlo methods are first defined and major areas of application are outlined. Commonly used techniques that are helpful in the implementation of Monte Carlo methods are briefly addressed, and applications in quality and reliability engineering are described. Keywords: estimation; Monte Carlo; random number generators; simulation; variance reducing

Original language	English
Title of host publication	Encyclopedia of Statistics in Quality and Reliability‎
Editors	F Ruggeri, F. Faltin, R.‎ Kenett
Publisher	John Wiley & Sons Ltd.
ISBN (Electronic)	9780470061572
ISBN (Print)	9780470018613
DOIs	https://doi.org/10.1002/9780470061572.eqr188
State	Published - Mar 2008

Access to Document

10.1002/9780470061572.eqr188

Cite this

@inbook{267d27715dc749088be9682dfde10dba,

title = "Monte-Carlo methods",

abstract = "Monte Carlo methods are widely used in all branches of science and technology in general, and in quality and reliability engineering, in particular. In this article, Monte Carlo methods are first defined and major areas of application are outlined. Commonly used techniques that are helpful in the implementation of Monte Carlo methods are briefly addressed, and applications in quality and reliability engineering are described. Keywords: estimation; Monte Carlo; random number generators; simulation; variance reducing",

author = "Haim Shore",

year = "2008",

month = mar,

doi = "10.1002/9780470061572.eqr188",

language = "English",

isbn = "9780470018613",

editor = "F Ruggeri and F. Faltin and R.‎ Kenett",

booktitle = "Encyclopedia of Statistics in Quality and Reliability‎",

publisher = "John Wiley & Sons Ltd.",

address = "United Kingdom",

}

TY - CHAP

T1 - Monte-Carlo methods

AU - Shore, Haim

PY - 2008/3

Y1 - 2008/3

N2 - Monte Carlo methods are widely used in all branches of science and technology in general, and in quality and reliability engineering, in particular. In this article, Monte Carlo methods are first defined and major areas of application are outlined. Commonly used techniques that are helpful in the implementation of Monte Carlo methods are briefly addressed, and applications in quality and reliability engineering are described. Keywords: estimation; Monte Carlo; random number generators; simulation; variance reducing

AB - Monte Carlo methods are widely used in all branches of science and technology in general, and in quality and reliability engineering, in particular. In this article, Monte Carlo methods are first defined and major areas of application are outlined. Commonly used techniques that are helpful in the implementation of Monte Carlo methods are briefly addressed, and applications in quality and reliability engineering are described. Keywords: estimation; Monte Carlo; random number generators; simulation; variance reducing

U2 - 10.1002/9780470061572.eqr188

DO - 10.1002/9780470061572.eqr188

M3 - Entry for encyclopedia/dictionary

SN - 9780470018613

BT - Encyclopedia of Statistics in Quality and Reliability‎

A2 - Ruggeri, F

A2 - Faltin, F.

A2 - Kenett, R.‎

PB - John Wiley & Sons Ltd.

ER -

Monte-Carlo methods

Abstract

Access to Document

Fingerprint

Cite this