Monte Carlo Method [metoda Monte Carlo]

topical
134
Persistent link   https://www.medvik.cz/link/D009010
Definition

In statistics, a technique for numerically approximating the solution of a mathematical problem by studying the distribution of some random variable, often generated by a computer. The name alludes to the randomness characteristic of the games of chance played at the gambling casinos in Monte Carlo. (From Random House Unabridged Dictionary, 2d ed, 1993)

DUI
D009010 MeSH Browser
CUI
M0014048
History note
91(75); was see under OPERATIONS RESEARCH 1975-90
Online note
search OPERATIONS RESEARCH 1966-74
Public note
91; was see under OPERATIONS RESEARCH 1975-90

E Analytical, Diagnostic and Therapeutic Techniques and Equipment
E05.318.740 Statistics as Topic 13 155
E05.318.740.100 Actuarial Analysis 22
E05.318.740.150 Analysis of Variance 492
E05.318.740.200 Area Under Curve 171
E05.318.740.225 Biometry 422
E05.318.740.237 Biostatistics 59
E05.318.740.244 Chemometrics 1
E05.318.740.250 Cluster Analysis 475
E05.318.740.275 Confidence Intervals 82
E05.318.740.325 Dimensionality Reduction 1
E05.318.740.350 Discriminant Analysis 90
E05.318.740.400 Factor Analysis, Statistical 493
E05.318.740.475 Matched-Pair Analysis 20
E05.318.740.500 Models, Statistical 468
E05.318.740.525 Monte Carlo Method 134
E05.318.740.600 Probability 275
E05.318.740.750 Regression Analysis 671
E05.318.740.872 Sensitivity and Specificity 2 453
E05.318.740.933 Spatial Analysis 26
E05.318.740.994 Statistical Distributions 63
E05.318.740.995 Statistics, Nonparametric 421
E05.318.740.996 Stochastic Processes 117
E05.318.740.998 Survival Analysis 3 122

L Information Science
L01.906 Systems Analysis 115
L01.906.394 Operations Research 21
L01.906.394.211 Feedback 173
L01.906.394.422 Monte Carlo Method 134
L01.906.394.622 Probability Theory 15
L01.906.394.748 Programming, Linear 8

N Health Care
N05.715.360.750 Statistics as Topic 13 155
N05.715.360.750.100 Actuarial Analysis 22
N05.715.360.750.125 Analysis of Variance 492
N05.715.360.750.200 Cluster Analysis 475
N05.715.360.750.220 Confidence Intervals 82
N05.715.360.750.300 Data Interpretation, Statistical 3 216
N05.715.360.750.325 Discriminant Analysis 90
N05.715.360.750.350 Factor Analysis, Statistical 493
N05.715.360.750.500 Matched-Pair Analysis 20
N05.715.360.750.530 Models, Statistical 468
N05.715.360.750.540 Monte Carlo Method 134
N05.715.360.750.625 Probability 275
N05.715.360.750.695 Regression Analysis 671
N05.715.360.750.725 Sensitivity and Specificity 2 453
N05.715.360.750.746 Spatial Analysis 26
N05.715.360.750.750 Statistical Distributions 63
N05.715.360.750.760 Statistics, Nonparametric 421
N05.715.360.750.770 Stochastic Processes 117
N05.715.360.750.795 Survival Analysis 3 122
N06.850 Public Health 4 065
N06.850.520 Epidemiologic Methods 1 033
N06.850.520.830 Statistics as Topic 13 155
N06.850.520.830.100 Actuarial Analysis 22
N06.850.520.830.150 Analysis of Variance 492
N06.850.520.830.200 Area Under Curve 171
N06.850.520.830.250 Cluster Analysis 475
N06.850.520.830.275 Confidence Intervals 82
N06.850.520.830.300 Data Interpretation, Statistical 3 216
N06.850.520.830.350 Discriminant Analysis 90
N06.850.520.830.400 Factor Analysis, Statistical 493
N06.850.520.830.475 Matched-Pair Analysis 20
N06.850.520.830.500 Models, Statistical 468
N06.850.520.830.525 Monte Carlo Method 134
N06.850.520.830.562 Multilevel Analysis 21
N06.850.520.830.600 Probability 275
N06.850.520.830.750 Regression Analysis 671
N06.850.520.830.872 Sensitivity and Specificity 2 453
N06.850.520.830.933 Spatial Analysis 26
N06.850.520.830.994 Statistical Distributions 63
N06.850.520.830.995 Statistics, Nonparametric 421
N06.850.520.830.996 Stochastic Processes 117
N06.850.520.830.998 Survival Analysis 3 122