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MONTE KARLO METODE
THE MONTE CARLO METHOD

Autor: Ana Milinović, III razred, Gimnazija u Lazarevcu
Mentor: Vesna Rajšić, profesor matematike ETŠ „Nikola Tesla”, Beograd

REZIME

Još od davnih vremena pa sve do danas najĉešće primenjivane nauĉne metode su posmatranje i
eksperiment. MeĊutim, nekada je teško ili nemoguće primeniti ma koju od ove dve metode u

prouĉavanju odreĊenih pojava. U tim sluĉajevima, zahvaljujući razvoju raĉunara, date pojave
prouĉavamo tako što ih modeliramo (simuliramo). U ovom radu biće objašnjeno kako se modeliraju
sluĉajne promenljive i njihove najpoznatije i najvaţnije raspodele primenom Monte Karlo metoda.
Realizacije bilo koje sluĉajne veliĉine dobijaju se odgovarajućim postupkom od realizovanih vrednosti

sluĉajne veliĉine sa uniformnom raspodelom, koja je uzeta za osnovnu sluĉajnu veliĉinu.

Kljuĉne reĉi: Monte Karlo metode modeliranja, sluĉajne veliĉine, statistiĉke raspodele

SUMMARY

Ever since ancient times, until now commonly applied sciencemethods are observation and
experiment. However, sometimes it is difficult or impossible to apply neither one of them in studying
certain phenomenon. In these cases, thanks to the development of computers, given phenomenon is
studied by being modeled (simulated). This paper explains how to model the random variables and

their most famous and most important distributions by using the Monte Carlo method. Outputs of any
random variables are obtained byimplementing adequate method of random variables with values of
uniform distribution, which was taken for the basic random size.

Key words: Monte Carlo modeling methods, random variables, statistical distribution