مقایسهٔ روش‌ها

	شبیه‌سازی مونت کارلو	آزمون جایگشتی (تصادفی‌سازی)
حوزه	تصمیم‌گیری	آمار
خانواده	MCDM	Regression model
سال پیدایش	1949	2005
پدیدآور	Metropolis, N., Ulam, S.	Good (2005); Edgington & Onghena (2007); resampling tradition
نوع	Robustness wrapper — Monte Carlo uncertainty propagation	Nonparametric resampling test
منبع بنیادین	Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association	Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
نام‌های دیگر	—	randomization test, exact permutation test, re-randomization test, Permütasyon Testi
مرتبط	0	5
خلاصه	MONTE-CARLO-SIMULATION (Monte Carlo Simulation — Stochastic uncertainty propagation through MCDM model) is a ranking multi-criteria decision-making (MCDM) method introduced by Metropolis, N., Ulam, S. in 1949. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.	The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value.