CAJ | 학술논문

针对统计模拟中常会出现的模拟结果方差较大、导致模拟结果不够稳定的问题,根据随机数的思想,介绍了五种模拟过程中既缩小方差又节省计算开销的方法,并以圆周率的估计为例,进行了统计模拟试验,得到了满意的结果.
침대통계모의중상회출현적모의결과방차교대、도치모의결과불구은정적문제,근거수궤수적사상,개소료오충모의과정중기축소방차우절성계산개소적방법,병이원주솔적고계위례,진행료통계모의시험,득도료만의적결과.
According to the simulation results of the statistical simulation may appear larger variance and lead to the simulation results is not stable, according to the ideas of the random number, this paper introduces the five types of simulation process is to reduce the variance and ways to save computational overhead, and estimates of , for example, has carried on the statistical simulation test, satisfactory results were obtained.