Computational Physics at Carleton University Index
Course Information Numerical Methods Monte Carlo Methods Statistics for Physicists Special Topics
General Techniques

General Techniques

This section describes techniques for generating random numbers according to a given distribution. The rejection technique is the simplest, but is not appropriate for many applications. The inversion technique is the most efficient, but only applicable for simple distributions. A hybrid of the two methods, known as importance sampling, is the most general method.

The exercise compares the efficiency of generating a Monte Carlo sample with significant peaks, using the rejection method and the inversion method.

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