Monte Carlo estimation under different distributions using the same simulation [electronic resource].
- Los Alamos, N.M. : Los Alamos National Laboratory, 1984. and Oak Ridge, Tenn. : Distributed by the Office of Scientific and Technical Information, U.S. Dept. of Energy.
- Physical Description:
- Pages: 24 : digital, PDF file
- Additional Creators:
- Los Alamos National Laboratory and United States. Department of Energy. Office of Scientific and Technical Information
- Restrictions on Access:
- Free-to-read Unrestricted online access
- Two methods for reducing the computer time necessary to investigate changes in distribution of random inputs of large simulation computer codes are presented. The first method produces unbiased estimators of functions of the output variable under the new distribution of the inputs. The second method generates a subset of the original outputs which has a distribution corresponding to the new distribution of inputs. Efficiencies of the two methods are examined.
- Published through SciTech Connect., 01/01/1984., "la-ur-84-1583", " conf-840849-2", "DE84012438", Annual meeting of the American Statistical Association (ASA), Philadelphia, PA, USA, 12 Aug 1984., and Beckman, R.J.; McKay, M.D.
- Funding Information:
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