विधियों की तुलना करें

	मोंटे कार्लो सिमुलेशन	क्रमचय (यादृच्छिकीकरण) परीक्षण
क्षेत्र	निर्णयन	सांख्यिकी
परिवार	MCDM	Regression model
उद्भव वर्ष	1949	2005
प्रवर्तक	Metropolis, N., Ulam, S.	Good (2005); Edgington & Onghena (2007); resampling tradition
प्रकार	Robustness wrapper — Monte Carlo uncertainty propagation	Nonparametric resampling test
मौलिक स्रोत	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
उपनाम	—	randomization test, exact permutation test, re-randomization test, Permütasyon Testi
संबंधित	0	5
सारांश	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.