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The Efficiency of Statistical Simulation Procedures

 

作者: S. Ehrenfeld,   S. Ben-Tuvia,  

 

期刊: Technometrics  (Taylor Available online 1962)
卷期: Volume 4, issue 2  

页码: 257-275

 

ISSN:0040-1706

 

年代: 1962

 

DOI:10.1080/00401706.1962.10490009

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Various methods for improving the efficiency of statisticals imulation of complex systems are described and illustratedf or simple queuing situations. The paper proposes that the efficiency and effectiveness of statistical simulations can be increased throught he adaptation of experimentadl esign principles which exploit any qualitative knowledge surrounding the problem understudy. Some techniques explored are: proportional sampling fixed sequence sampling importance sampling and the use of concomitant information.

 

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