Report on the application of statistical techniques to the analysis of computer codes
Two types of sampling plans are presented as alternatives to simple random sampling in Monte Carlo studies. These plans are shown to be improvements over simple random sampling with respect to the variance of a class of estimators which includes the sample mean and the sample cumulative distribution function. The partial rank correlation coefficient is presented as a measure of sensitivity. Examples and test cases are included. 14 figures, 5 tables.
- Research Organization:
- Los Alamos Scientific Lab., N.Mex. (USA)
- DOE Contract Number:
- W-7405-ENG-36
- OSTI ID:
- 7333263
- Report Number(s):
- LA-6479-MS
- Country of Publication:
- United States
- Language:
- English
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