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
收藏
页码：27 / 31
页数：5
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