- conditional Monte Carlo method
- 【数】条件蒙特卡罗(法)
English-Chinese computer dictionary (英汉计算机词汇大词典). 2013.
English-Chinese computer dictionary (英汉计算机词汇大词典). 2013.
Monte Carlo methods for option pricing — In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty or with complicated features. [1] The term Monte Carlo method was coined by Stanislaw Ulam in… … Wikipedia
Markov chain Monte Carlo — MCMC redirects here. For the organization, see Malaysian Communications and Multimedia Commission. Markov chain Monte Carlo (MCMC) methods (which include random walk Monte Carlo methods) are a class of algorithms for sampling from probability… … Wikipedia
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Empirical Bayes method — In statistics, empirical Bayes methods are a class of methods which use empirical data to evaluate / approximate the conditional probability distributions that arise from Bayes theorem. These methods allow one to estimate quantities… … Wikipedia
Randomized algorithm — Part of a series on Probabilistic data structures Bloom filter · Skip list … Wikipedia
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Importance sampling — In statistics, importance sampling is a general technique for estimating the properties of a particular distribution, while only having samples generated from a different distribution rather than the distribution of interest. Depending on the… … Wikipedia
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Normal distribution — This article is about the univariate normal distribution. For normally distributed vectors, see Multivariate normal distribution. Probability density function The red line is the standard normal distribution Cumulative distribution function … Wikipedia
Outline of statistics — The following outline is provided as an overview and guide to the variety of topics included within the subject of statistics: Statistics pertains to the collection, analysis, interpretation, and presentation of data. It is applicable to a wide… … Wikipedia