FIRST EXAMPLE OF MONTE CARLO SIMULATION.

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作者：
Redwine, Cooper N.
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来源：
COED Transactions (Computers in Education Division of ASEE) | 1977年 / 9卷 / 04期
关键词：
EDUCATION - Computer Applications - MATHEMATICAL STATISTICS - Monte Carlo Methods;
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摘要：
A description is given of a simple coin tossing game which can be used as a vehicle for introducing Monte Carlo simulation. Coding is shown for a complete FORTRAN program which simulates the game, and sample results of the simulation are given. Finally, an analytical approach is described, which involved recasting the problem as a classical Gambler's Ruin problem.
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页码：51 / 57
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