Robbins與Moni-o在1951年首先提出以隨機近似過程來估計遞增型迴歸函數之根。在此之後，Anbar、 Wu、Fei均曾提出不同之方法。爲了進一步了解常態随機誤差項之假設對隨機近似過程之影響，本文將對前述 四位學者之方法在不同大小之樣本、邊界值、及起始點條件下，進行模擬比較。模擬結果顯示，Wu之方法在 大多數之情况下表現較佳。

In 1951 , Robbins and Monro introduced a stochastic procedure for finding the root of an increasing regression function . Thereafter , Anbar , Wu , and Fei also proposed different algorithms. For further understanding the effect of the assumption of normal random error , a simulation comparison among the procedures of Robbins-Monro , Anbar , Wu , and Fei is undertaken with different sample sizes, bounded values, and starting points. The result shows that the Wu?s procedure performs best in most conditions.