Estimation of Random Variable Distribution Parameters by the Monte Carlo Method

The paper is concerned with issues of the estimation of random variable distribution parameters by the Monte Carlo method. Such quantities can correspond to statistical parameters computed based on the data obtained in typical measurement situations. The subject of the research is the mean, the mean...

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Veröffentlicht in:Metrologia i systemy pomiarowe 2013-01, Vol.20 (2), p.249-262
1. Verfasser: Sienkowski, Sergiusz
Format: Artikel
Sprache:eng
Online-Zugang:Volltext
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Zusammenfassung:The paper is concerned with issues of the estimation of random variable distribution parameters by the Monte Carlo method. Such quantities can correspond to statistical parameters computed based on the data obtained in typical measurement situations. The subject of the research is the mean, the mean square and the variance of random variables with uniform, Gaussian, Student, Simpson, trapezoidal, exponential, gamma and arcsine distributions.
ISSN:0860-8229
2080-9050
2300-1941
DOI:10.2478/mms-2013-0022