Comparing two sampling methods in Monte Carlo simulation

被引：0

作者：

Ourbih-Tari, Megdouda ^{[1
]}

Guebli, Sofia ^{[1
]}

机构：

[1] Univ Bejaia, Dept Math, Lab Appl Math, Bejaia, Algeria

来源：

EUROPEAN SIMULATION AND MODELLING CONFERENCE 2010 | 2010年

关键词：

Sampling method; Variance; Monte Carlo; Expectation;

D O I：

暂无

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This paper gives a generalization of the use of refined descriptive sampling (RDS) method for K input variables. The estimate of RDS is shown to be unbiased and a comparison of RDS and random sampling variances is also given.

引用

页码：27 / 31

页数：5

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