Topic
Monte Carlo method
About: Monte Carlo method is a research topic. Over the lifetime, 95966 publications have been published within this topic receiving 2181896 citations. The topic is also known as: MC method & Monte Carlo experiments.
Papers published on a yearly basis
Papers
More filters
TL;DR: In this article, a Monte Carlo computer program was developed for determining ion range and damage distributions as well as angular and energy distributions of backscattered and transmitted ions in amorphous targets.
4,204 citations
TL;DR: The authors showed that the extra variation due to the presence of these estimated parameters in the weight matrix accounts for much of the difference between the finite sample and the usual asymptotic variance of the two-step generalized method of moments estimator, when the moment conditions used are linear in the parameters.
3,967 citations
TL;DR: In this paper, the power of the Kolmogorov-smirnov test is investigated and a table for testing whether a set of observations is from a normal population when the mean and variance are not specified but must be estimated from the sample.
Abstract: The standard tables used for the Kolmogorov-Smirnov test are valid when testing whether a set of observations are from a completely-specified continuous distribution. If one or more parameters must be estimated from the sample then the tables are no longer valid. A table is given in this note for use with the Kolmogorov-Smirnov statistic for testing whether a set of observations is from a normal population when the mean and variance are not specified but must be estimated from the sample. The table is obtained from a Monte Carlo calculation. A brief Monte Carlo investigation is made of the power of the test.
3,923 citations
TL;DR: In this article, global sensitivity indices for rather complex mathematical models can be efficiently computed by Monte Carlo (or quasi-Monte Carlo) methods, which are used for estimating the influence of individual variables or groups of variables on the model output.
3,921 citations