SIMULATIONS OF CONTINUOUS RANDOM VARIABLES AND MONTE CARLO METHODS

Sanda Micula () and Ioana D. Pop ()
Additional contact information
Sanda Micula: Babeş-Bolyai University, Cluj-Napoca, Romania
Ioana D. Pop: University of Agricultural Sciences and Veterinary Medicine, Cluj-Napoca, Romania

Journal of Information Systems & Operations Management, 2016, vol. 10, issue 2, 435-447

Abstract: In this paper we describe algorithms for computer simulations of some common continuous distributions and their implementation in MATLAB. We use Monte Carlo methods for estimating probabilities and other characteristics of random variables. The paper concludes with some interesting applications.

Date: 2016
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.rebe.rau.ro/RePEc/rau/jisomg/WI16/JISOM-WI16-A16.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:rau:jisomg:v:10:y:2016:i:2:p:435-447

Access Statistics for this article

More articles in Journal of Information Systems & Operations Management from Romanian-American University Contact information at EDIRC.
Bibliographic data for series maintained by Alex Tabusca ().