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Concept information

Preferred term

Monte Carlo Method  

Type

  • Topical Descriptor

Scope note

  • 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)

History note

  • 91(75); was see under OPERATIONS RESEARCH 1975-90

In other languages

URI

http://www.yso.fi/onto/mesh/D009010

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