I just started my learning process about the Monte Carlo Simulation.

Does this method always require specifying a distribution type for the random inputs? I would like to attempt a simple modelling of natural phenomena using inputs defined within constrained intervals, but I don't know how those are distributed.

  • $\begingroup$ Is not necessary to know the distribution, you can use the empirical distribution function. $\endgroup$ – Boris Nov 6 '17 at 20:46
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    $\begingroup$ Almost by definition, it's impossible to even start a Monte Carlo simulation without providing information equivalent to the full joint distribution of all inputs. (An empirical distribution function is still a distribution, btw.) Could you therefore clarify what you mean by "require specifying"? $\endgroup$ – whuber Nov 6 '17 at 20:58

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