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Simulasi Monte Carlo Robust×Simulasi Bootstrap×
BidangBayesianSimulasi
KeluargaBayesian methodsProcess / pipeline
Tahun asal1990s–2000s1979
PencetusSaltelli, Rubinstein, and the uncertainty-quantification communityBradley Efron
TipeRobust simulation / uncertainty quantificationSimulation-based nonparametric inference
Sumber perintisSaltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D., Saisana, M. & Tarantola, S. (2008). Global Sensitivity Analysis: The Primer. Wiley. ISBN: 978-0470059975Efron, B. & Tibshirani, R.J. (1993). An Introduction to the Bootstrap. Chapman & Hall/CRC. DOI ↗
Aliasrobust MC simulation, Monte Carlo robustness analysis, robust stochastic simulation, uncertainty-robust Monte Carlobootstrap resampling, empirical resampling, nonparametric bootstrap, Önyükleme Simülasyonu (Bootstrap Resampling)
Terkait65
RingkasanRobust Monte Carlo simulation extends standard Monte Carlo by explicitly accounting for uncertainty in input distributions, model structure, or parameter assumptions. Rather than assuming a single fixed probability distribution for each input, the analyst considers a family of plausible distributions and evaluates how sensitive the output is to those choices, yielding conclusions that hold across a range of reasonable assumptions.Bootstrap simulation, introduced by Bradley Efron in 1979, is a simulation-based inference method that derives the sampling distribution of virtually any statistic by repeatedly resampling with replacement from the observed data. Because it requires no parametric distributional assumptions, it provides a robust, general-purpose alternative to analytical confidence intervals and parametric hypothesis tests across continuous, ordinal, binary, and count data.
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ScholarGateBandingkan metode: Robust Monte Carlo Simulation · Bootstrap Simulation. Diakses 2026-06-15 dari https://scholargate.app/id/compare