Michael, Schucany & Haas (1976) presented a method for the simulation of random variates using transformations with multiple roots. A generalization of this method to include vectorvalued transformations is given here. A short introduction to the inverse Gaussian distribution is given. The joint distribution of the sufficient statistic is well known, but the proof given here based on the Basu t...

introduction : due to the importance of laser light penetration and propagation in biological tissues, many researchers have proposed several numerical methods such as monte carlo, finite element and green function methods. among them, the monte carlo method is an accurate method which can be applied for different tissues. however, because of its statistical nature, monte carlo simulation requi...

in this paper, the pricing of a european call option on the underlying asset is performed by using a monte carlo method, one of the powerful simulation methods, where the price development of the asset is simulated and value of the claim is computed in terms of an expected value. the proposed approach, applied in monte carlo simulation, is based on the black-scholes equation which generally def...

The standard hybrid Monte Carlo algorithm is known to simulate even flavors QCD only. Simulations of odd flavors QCD, however, can be also performed in the framework of the hybrid Monte Carlo algorithm where the inverse of the fermion matrix is approximated by a polynomial. In this exploratory study we perform three flavors QCD simulations. We make a comparison of the hybrid Monte Carlo algorit...

An overview of Monte Carlo as a practical method for designing and analyzing radiation detectors is provided. The emphasis is on detectors for radiation that is either directly or indirectly ionizing. This overview paper reviews some of the fundamental aspects of Monte Carlo, briefly addresses simulation of radiation transport by the Monte Carlo method, discusses the differences between direct ...

[1] Monte Carlo inversion techniques were first used by Earth scientists more than 30 years ago. Since that time they have been applied to a wide range of problems, from the inversion of free oscillation data for whole Earth seismic structure to studies at the meter-scale lengths encountered in exploration seismology. This paper traces the development and application of Monte Carlo methods for ...

In order to research kinematic reliability of 3-UPS-PU parallel mechanism, the structure and kinematics analysis were performed. Inverse kinematics equation can be derived by homogeneous coordinate transformation formula. Position and orientation output error forward kinematics model was obtained by the differential transformation on the basis of inverse kinematic solution of the position. The ...