Sökning: "Marcus Stolz"
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1. Exploring the Impact of Pseudo and Quasi Random Number Generators on Monte Carlo Integration of the Multivariate Normal Distribution
Kandidat-uppsats, Lunds universitet/Statistiska institutionenSammanfattning : This thesis examines the effects of pseudo and quasi-random number generators on the accuracy and efficiency of Monte Carlo Integration in the case of the multivariate normal distribution. The study compares the performance of the Mersenne Twister (a pseudo-random number generator) with Sobol and Halton sequences (quasi-random number generators). LÄS MER
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