Monte Carlo estimation under different distributions using the same simulation
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.
- Research Organization:
- Los Alamos National Laboratory (LANL), Los Alamos, NM (United States)
- DOE Contract Number:
- W-7405-ENG-36
- OSTI ID:
- 7044477
- Report Number(s):
- LA-UR-84-1583; CONF-840849-2; ON: DE84012438
- Resource Relation:
- Journal Volume: 29; Journal Issue: 2; Conference: Annual meeting of the American Statistical Association (ASA), Philadelphia, PA, USA, 12 Aug 1984; Other Information: Portions are illegible in microfiche products
- Country of Publication:
- United States
- Language:
- English
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