A comparison of maximum likelihood and other estimators of eigenvalues from several correlated Monte Carlo samples

Journal Article · Mon Dec 01 00:00:00 EST 1980 · Nucl. Sci. Eng.; (United States)

OSTI ID:6986675

Beer, M

The maximum likelihood method for the multivariate normal distribution is applied to the case of several individual eigenvalues. Correlated Monte Carlo estimates of the eigenvalue are assumed to follow this prescription and aspects of the assumption are examined. Monte Carlo cell calculations using the SAM-CE and VIM codes for the TRX-1 and TRX-2 benchmark reactors, and SAM-CE full core results are analyzed with this method. Variance reductions of a few percent to a factor of 2 are obtained from maximum likelihood estimation as compared with the simple average and the minimum variance individual eigenvalue. The numerical results verify that the use of sample variances and correlation coefficients in place of the corresponding population statistics still leads to nearly minimum variance estimation for a sufficient number of histories and aggregates.

• Research Organization: Brookhaven National Laboratory, National Nuclear Data Center Upton, New York 11973
• OSTI ID: 6986675
• Journal Information: Nucl. Sci. Eng.; (United States), Vol. 76:3
• Country of Publication: United States
• Language: English

Related Subjects

22 GENERAL STUDIES OF NUCLEAR REACTORS
EIGENVALUES
COMPARATIVE EVALUATIONS
MAXIMUM-LIKELIHOOD FIT
MONTE CARLO METHOD
REACTOR KINETICS
COMPUTER CODES
CORRELATION FUNCTIONS
REVERSE-FIELD PINCH
S CODES
STATISTICS
V CODES
FUNCTIONS
KINETICS
MATHEMATICS
NUMERICAL SOLUTION
PINCH EFFECT
220100* - Nuclear Reactor Technology- Theory & Calculation