Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

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

A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output... 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Technometrics Taylor & Francis

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

Technometrics , Volume 42 (1): 7 – Feb 1, 2000
7 pages

Loading next page...
 
/lp/taylor-francis/a-comparison-of-three-methods-for-selecting-values-of-input-variables-faHgUqtSYx

References (17)

Publisher
Taylor & Francis
Copyright
Copyright Taylor & Francis Group, LLC
ISSN
1537-2723
eISSN
0040-1706
DOI
10.1080/00401706.2000.10485979
Publisher site
See Article on Publisher Site

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.

Journal

TechnometricsTaylor & Francis

Published: Feb 1, 2000

Keywords: Latin hypercube sampling; Sampling techniques; Simulation techniques; Variance reduction

There are no references for this article.