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Comparison the three methods for selecting values of input variable in the analysis of output from a computer code

Description/Abstract

Two types of sampling plans are examined as alternatives to simple random sampling in Monte Carlo studies. These plans are shown to be improvements over simple random sampling with respect to variance for a class of estimators that includes the sample mean and the empirical distribution function. 6 figures.

Authors: McKay, M.D. (Los Alamos Scientific Lab., NM); Beckman, R.J.; Conover, W.J.
Publication Date:1979 May 01
OSTI Identifier: 5236110
Resource Type:Journal Article
Resource Relation:Journal Name: Technometrics; (United States); Journal Volume: 21:2
Country of Publication:United States
Language:English
Format: Size: Pages: 239-245
Other Number(s):Journal ID: CODEN: TCMTA
Subject:99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; COMPUTER CALCULATIONS; SENSITIVITY ANALYSIS; MATHEMATICAL MODELS; COMPUTER CODES; DATA COVARIANCES; MONTE CARLO METHOD; SAMPLING
Update Date:2009 Dec 16

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