Simulation methods, in particular Efron's (1979) bootstrap, are being applied more and more widely in statistical inference. Given data, (X1,* ,Xn), distributed according to P belonging to a hypothesized model P the basic goal is to estimate the distribution Lp of a function Tn (X1, * *Xn,P). The bootstrap presupposes the existence of an estimate P (X1, Xn) and consists of estimating Lp by the ...

Monte Carlo remains an effective simulations methodology for the study of MOSFET devices well into the decananometre regime as it captures non-equilibrium and quasi-ballistic transport. The inclusion of quantum corrections further extends the usefulness of this technique without adding significant computational cost. In this paper we examine the impact of boundary conditions at the Ohmic contac...

A novel method to improve the yield gradient estimation in parametric yield optimization is proposed. By introducing some deterministic information into the conventional Monte Carlo method and fully utilizing the samples, it is possible to obtain yield gradient estimation with significantly smaller variance. The additional computation is almost negligible. Examples are presented to indicate the...

Background:  This study presents patient specific and organ dose estimation in computed tomography (CT) imaging of thorax directly from patient CT image using Monte Carlo simulation.  Patient's CT image is considered as the patient specific phantom and the best representative of patient physical index in order to calculate specific organ dose. Materials and Methods: EGSnrc /BEAMnr...

We propose algorithms of adaptive integration for calculation of the tail probability in multi-factor credit portfolio loss models. We first devise the classical Genz-Malik rule, a deterministic multiple integration rule suitable for portfolio credit models with number of factors less than 8. Later on we arrive at the adaptive Monte Carlo integration, which simply replaces the deterministic int...

in this work, based on experimental observations and exact theoretical predictions, the kinetic scheme of raft polymerization is extended to a wider range of reactions such as irreversible intermediate radical terminations and reversible transfer reactions. the reactions which have been labeled as kinetic scheme are the more probable existing reactions as the theoretical point of view. the deta...

We consider the problem of pricing path-dependent options on a basket of underlying assets using simulations. As an example we develop our studies using Asian options. Asian options are derivative contracts in which the underlying variable is the average price of given assets sampled over a period of time. Due to this structure, Asian options display a lower volatility and are therefore cheaper...