Monte Carlo Methods in Statistics

Details Monte Carlo Methods in Statistics Monte Carlo Methods in Statistics

2009-09-02

arxiv.org/abs/0909.0389v1

Statistics

Computation

Entry submitted to the International Handbook of Statistical Methods

Scientific paper

Monte Carlo methods are now an essential part of the statistician's toolbox, to the point of being more familiar to graduate students than the measure theoretic notions upon which they are based! We recall in this note some of the advances made in the design of Monte Carlo techniques towards their use in Statistics, referring to Robert and Casella (2004,2010) for an in-depth coverage.

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