MCS在概率论与数理统计教学中的应用研究

The Applying Research of MCS on the Teaching of Probability and Mathematic Statistic

本文首先介绍了蒙特卡罗模拟,然后在估计事件概率、随机变量分布间的关系、中心极限定理、参数估计、假设检验、方差分析和回归分析中分别介绍了蒙特卡罗模拟的应用,结论是在每种情况下,蒙特卡罗模拟都给理论结果作出了实验证明,表明了蒙特卡罗模拟在概率论与数理统计中有着广泛的应用前景。

This paper first introduces the concept and the role of Montle Carlo Simulation. Then the uses of MCS are applied in estimating the probability of events, studying the relations among the different distributions, testing the central limit theorem, analyzing the parameter estimator, simulating the hypothesis testing and the analysis of variance and regression, concluding that the MCS offers the experimental proof for the theoretical conclusions at each occasion , which suggests that the applying prospect of MCS in probability and mathematic statistic is obvious.