文档介绍：154 Resampling: The New Statistics
CHAPTER The Procedures of
Monte Carlo Simulation
10 (and Resampling)
A Definition and General Procedure for Monte Carlo Simulation
Summary
Until now, the steps to follow in solving particular problems
have been chosen to fit the specific facts of that problem. And
so they always must. Now let’s generalize what we have done
in the previous chapters on probability into a general proce-
dure for such problems, which will in turn e the basis
for a detailed procedure for resampling simulation in statis-
tics. The generalized procedure describes what we are doing
when we estimate a probability using Monte Carlo simulation
problem-solving operations.
A definition and general procedure for Monte Carlo simulation
This is what we shall mean by the term Monte Carlo simulation
when discussing problems in probability: Using the given
data-generating mechanism (such as a coin or die) that is a model of
the process you wish to understand, produce new samples of simu-
lated data, and examine the results of those samples. That’s it in a
nutshell. In some cases, it may also be appropriate to amplify
this procedure with additional assumptions.
This definition fits both problems in pure probability as well
as problems in statistics, but in the latter case the process is
called resampling. The reason that the same