Monte Carlo Integration in Simple and Complex Simulation Designs
简单与复杂模拟设计中的蒙特卡洛积分
Simulation studies are used to evaluate and compare the properties of statistical methods in controlled experimental settings. In most cases, performing a simulation study requires knowledge of the true value of the parameter, or estimand, of interest. However, in many simulation designs, the true value of the estimand is difficult to compute analytically. Here, we illustrate the use of Monte Carlo integration to compute true estimand values in simple and complex simulation…