Chapter 9. Introduction to Monte Carlo Methods
The purpose of this chapter is to briefly introduce the basics of the Monte Carlo technique for estimating the value of a parameter. There is no attempt to be rigorous, and this chapter covers only a few of the important aspects of Monte Carlo estimation techniques. The goal of this chapter is to define the Monte Carlo method and examine some of the basic techniques in a simple and easily understood context. The important issues of confidence intervals and convergence are briefly examined. Throughout this chapter we assume that observations used by the estimator are independent. This assumption will be relaxed in the following chapter, in which we consider simulation techniques in more detail.
Fundamental ...
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