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 › Chapter › 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.

Original language	English
Title of host publication	Encyclopedia of Statistics in Quality and Reliability
Publisher	wiley
Pages	1
Number of pages	1
ISBN (Electronic)	9780470061572
ISBN (Print)	9780470018613
DOIs	https://doi.org/10.1002/9780470061572.eqr188
State	Published - 1 Jan 2008

Keywords

estimation
Monte Carlo
random number generators
simulation
variance reducing

ASJC Scopus subject areas

General Engineering
General Mathematics

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10.1002/9780470061572.eqr188

Cite this

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KW - random number generators

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KW - variance reducing

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ER -

Monte Carlo Methods

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

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