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

 

作者: M.D. McKay,   R.J. Beckman,   W.J. Conover,  

 

期刊: Technometrics  （Taylor Available online 1979）
卷期: Volume 21, issue 2  

页码: 239-245

 

ISSN:0040-1706

 

年代: 1979

 

DOI:10.1080/00401706.1979.10489755

 

出版商: Taylor & Francis Group

 

关键词: Latin hypercube sampling;Sampling techniques;Simulation techniques;Variance reduction

 

数据来源: Taylor

 

摘要:

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.

 

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