Monte Carlo Sampling

Dirk P. Kroese and Joshua C. C. Chan
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Dirk P. Kroese: The University of Queensland, School of Mathematics and Physics
Joshua C. C. Chan: Australian National University, Department of Economics

Chapter Chapter 7 in Statistical Modeling and Computation, 2014, pp 195-226 from Springer

Abstract: Abstract Monte Carlo sampling—that is, random sampling on a computer—has become an important methodology in modern statistics. By simulating random variables from specified statistical models and probability distributions one can often estimate certain statistical quantities that may otherwise be difficult to obtain.

Keywords: Markov Chain; Markov Chain Monte Carlo; Gibbs Sampler; Transition Density; Monte Carlo Sampling (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/978-1-4614-8775-3_7

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