Estimation of random variable distribution parameters by the monte carlo method

Abstract

The paper is concerned with issues of the estimation of random variable distribution parameters by the Monte Carlo method. Such quantities can correspond to statistical parameters computed based on the data obtained in typical measurement situations. The subject of the research is the mean, the mean square and the variance of random variables with uniform, Gaussian, Student, Simpson, trapezoidal, exponential, gamma and arcsine distributions. © 2013 Polish Academy of Sciences. All rights reserved.