Thesis

In this thesis we consider four Mont Carlo techniques for evaluating approximately an ordinary bounded integrals. These techniques are discussed theoretically and applied practically on evaluating the in complete Chi-square integral! Efficiency and the accuracy of the methods are compared together and with the literature-tabulated results.

In this thesis we utilize a number of techniques for generating random variates from exponential distribution. Efficiency comparison is made theoretically and assessed by Monte Carlo simulation. These techniques are applied on problem of what so called survival exponentially distributed data (censored data of type II) with explanatory variables, where the multiplicative model is assumed on the mean life of survival data.