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تكاملات مونت كارلو وتقنيات تخفيض التباين للتكاملات المتعدد الابعاد
Author name:
اكرم عباس جاسم الصباغ
Supervisor name:
اكرم محمد العبود
General topic:
Mathematics
Specific topic:
Mathematics
Degree:
Master
University:
Al-Nahrain University - College Of Science
Language:
English
University location:
Baghdad
First pages:
27T1069 - p.pdf
Abstract:
In this work, we consider two Monte Carlo methods for evaluating the ndimensional integrals for bounded integrand. Statistical properties of these methods are illustrated and unified. The supported number of trials to estimate the integrals, confidence interval and the efficiency for each method were derived theoretically and assessed practically. Variance Reduction for Monte Carlo methods is discussed theoretically and explained by algorithms where four techniques are considers, namely, the Importance Sampling, the Correlated Sampling, the Partition of the region, and the Biased Estimator.The computer programs are illustrated in appendices by the run is made by using MathCAD 2001i.
