摘要
利用随机模拟方法估计随机变量的分布函数及其数字特征,计算机模拟结果表明,由该方法得到的估计值与理论计算值的误差很小。而且当随机变量的分布函数的显式难以求解时,利用该方法可以精确地估计分布函数在各点的函数值。
In this paper,the distribution function and numerical characteristic of the random variable are estimated by using random simulation.The result of computer simulations shows that the theoretical value is similar to the estimated value,Epecialhy,when it is difficult to calculate the explicit formula and the random variables the distribution functions at several points can be estimated precisely by this way.
出处
《柳州师专学报》
2004年第2期97-100,共4页
Journal of Liuzhou Teachers College
关键词
随机模拟
经验分布
估计值
标准误差
random simulation
empircal distribution
estimating value
standard error