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The Monte Carlo method is a method of analyzing uncertainty propagation, where we determine how random variation, lack of knowledge, or error affects the sensitivity, performance, or reliability of the system that is being modeled. Monte Carlo simulation is categorized as a sampling method (repeatedly evaluation) because the inputs are randomly generated from probability distributions to simulate the process of sampling from an actual population.
The book u can consult
A Primer for the Monte Carlo Method written by Ilya M. Sobol CRC Press
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