Download or read book Approximation of Integrals Via Monte Carlo Methods, With an Applications to Calculating Radar Detection Probabilities written by and published by . This book was released on 2005 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt: The approximation of definite integrals using Monte Carlo simulations is the focus of the work presented here. The general methodology of estimation by sampling is introduced, and is applied to the approximation of two special functions of mathematics: the Gamma and Beta functions. A significant application, in the context of radar detection theory, is based upon the work of Shnidman 1998. The latter considers problems associated with the optimal choice of binary integration parameters. We apply the techniques of Monte Carlo simulation to estimate binary integration detection probabilities.