Systems for Monte Carlo work

  • Authors:
  • David Alan Grier

  • Affiliations:
  • Department of Stat., Comp. and Info. Sciences, George Washington University, Washington, DC

  • Venue:
  • WSC '87 Proceedings of the 19th conference on Winter simulation
  • Year:
  • 1987

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Abstract

With the proliferation of computers has come a proliferation of simulation. Monte Carlo experiments can now be run by a vast range of programs from simple. Basic environments to spreadsheets: yet little attention has been paid to the problem of designing a system to do Monte Carlo problems. The ideas for a system described in this paper not only simplifies the problem of programming a Monte Carlo experiment but also attempts to maintain standards of experimental design and to encourage careful analysis.