Monte Carlo方法应用研究

Monte Carlo method and its applications

介绍了Monte Carlo(蒙特卡罗)方法,即随机模拟方法,提出了任意分布随机数的产生原理及方法,并用算例说明Monte Carlo方法的使用过程,同时用χ2拟合优度法验证了其合理性.

First an introduction of the Monte Carlo method,or called as the random imitative method,was given.Then the princible and the way of producing a random number with arbitrary distribution were proposed.Some numerical experiments were presented to indicate the process of the Monte Carlo method.and its reasonableness using the method of chi-square goodness of fit was verified.