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Shortened question, added tag
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edit approved Nov 19, 2015 at 18:16
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edit approved Nov 19, 2015 at 18:16
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Monte Carlo Simulation - With a few runs for simulatingefficient simulation of tail outcomes

When running Monte Carlo type simulations in situations where you're only interested in tail outcomes, do you know of a way to only simulate those outcomes, so that you can come up with more reliable answers in fewer simulations

Quick googling will tell you that this is an interview question. I came across this while looking up for something. Trust me, I am not going for this interview :)

Monte Carlo Simulation - With a few runs for simulating tail outcomes

When running Monte Carlo type simulations in situations where you're only interested in tail outcomes, do you know of a way to only simulate those outcomes, so that you can come up with more reliable answers in fewer simulations

Quick googling will tell you that this is an interview question. I came across this while looking up for something. Trust me, I am not going for this interview :)

Monte Carlo Simulation - efficient simulation of tail outcomes

When running Monte Carlo type simulations in situations where you're only interested in tail outcomes, do you know of a way to only simulate those outcomes, so that you can come up with more reliable answers in fewer simulations.

Post Closed as "Not suitable for this site" by Myshkin, arsmath, Alexey Ustinov, Wolfgang, Carlo Beenakker
Typo in title--but this question will be closed, anyway.
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edit approved Nov 19, 2015 at 14:47
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edit approved Nov 19, 2015 at 14:47
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Monte Carlo SimultionSimulation - With a few runs for simulating tail outcomes

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aayush anand
aayush anand
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Monte Carlo Simultion - With a few runs for simulating tail outcomes

When running Monte Carlo type simulations in situations where you're only interested in tail outcomes, do you know of a way to only simulate those outcomes, so that you can come up with more reliable answers in fewer simulations

Quick googling will tell you that this is an interview question. I came across this while looking up for something. Trust me, I am not going for this interview :)