https://doi.org/10.1007/BF02683425
Reviews, Tables, And Plots
Monte carlo techniques
SCRI, Florida State University, USA
Revised:
1
July
1995
Published online: 1 March 2000
Monte Carlo techniques are often the only practical way to evaluate difficult integrals or to sample random variables governed by complicated probability density functions. Here we describe an assortment of methods for sampling some commonly occurring probability density functions.
© Springer-Verlag, 2000