A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output From a Computer Code

20002,565 citationsJournal Article

Authors

Michael D. McKay · Los Alamos National Laboratory

Richard J. Beckman · Los Alamos National Laboratory

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 which includes the sample mean and the empirical distribution function.

Topics & Keywords

Probability and Risk Models Statistical Distribution Estimation and Applications Financial Risk and Volatility Modeling

Publication Details

Published in: Technometrics

Volume 42, Issue 1, pp. 55-61

DOI: 10.1080/00401706.2000.10485979

Field-Weighted Citation Impact: 0.51

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A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output From a Computer Code

Authors

Abstract

Topics & Keywords

Publication Details