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Conference publications

Estimation of sample size in the Monte Carlo method

H. Bevrani

"Математика. Компьютер. Образование". Cб. трудов XI международной конференции. Под общей редакцией Г.Ю. Ризниченко Ижевск: Научно-издательский центр "Регулярная и хаотическая динамика", 2004. Vol. 2. Pp. 574-578.

The Monte Carlo method provides approximate solutions to a variety of mathematical problems. The basic ideas of this method are the law of the big numbers and the central limiting theorem. In both cases sample size is unknown.

Therefore the purpose of the given article is the estimation of sample size for a Monte Carlo method. Thus we shall find this estimation in three ways.

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