Simulation-based Tests that Can Use Any Number of Simulations [PDF]
Conventional procedures for Monte Carlo and bootstrap tests require that B, the number of simulations, satisfy a specific relationship with the level of the test.
James G. MacKinnon, Jeff Racine
core
Estimation of vital rates by means of monte carlo simulation [PDF]
Bennett Dyke, Jean W. MacCluer
openalex +1 more source
Comparative Study of Monte Carlo and Quasi-Monte Carlo Techniques for Enhanced Derivative Pricing [PDF]
This study presents a comparative analysis of Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods in the context of derivative pricing, emphasizing convergence rates and the curse of dimensionality. After a concise overview of traditional Monte Carlo techniques for evaluating expectations of derivative securities, the paper introduces quasi-Monte ...
arxiv
Monte Carlo Simulation on Propagation of Cosmic-Rays in the Atmosphere [PDF]
Y. Fujimoto+5 more
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The Unreasonable Effectiveness of Monte Carlo Simulations in A/B Testing [PDF]
This paper examines the use of Monte Carlo simulations to understand statistical concepts in A/B testing and Randomized Controlled Trials (RCTs). We discuss the applicability of simulations in understanding false positive rates and estimate statistical power, implementing variance reduction techniques and examining the effects of early stopping.
arxiv
Studies of the Critical Properties of Random Mixtures of a Three-Dimensional Ising Model with the Monte Carlo Simulation [PDF]
T. Tatsumi
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Monte Carlo Simulation Techniques Applied to Air Quality Impact Assessment [PDF]
Gary R. McVoy
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Ratio estimates in Monte Carlo simulations [PDF]
Irwin W. Kabak, Bertram Price
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Uniformity field trials and Monte Carlo simulations
George A. Baker, John P. Johnson
openalex +2 more sources
Study on Surface Profile Generation in Grinding by Monte Carlo Simulation Method
Hiroyuki Yoshikawa, Toshio SATA
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