Refined descriptive sampling: A better approach to Monte Carlo simulation

被引：27
作者：
Tari, M
Dahmani, A
机构：
[1] Laboratory of Applied Mathematics, Department of Mathematics, University of Bejaia
来源：
SIMULATION MODELLING PRACTICE AND THEORY | 2006年 / 14卷 / 02期
关键词：
sampling; variance reduction; Monte Carlo;
D O I：
10.1016/j.simpat.2005.04.001
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
Descriptive sampling could lead to biased results and require prior knowledge of the sample size. This paper analyses the conditions under which bias can occur and proposes an approach which is mainly concerned with a block of regular samples of prime size. This approach reduces the sampling bias and eliminates the problem of descriptive sampling related to the sample size. We evaluate performance measures of a problem whose response through simulation is a wave with regular period. (c) 2005 Elsevier B.V. All rights reserved.
引用
收藏
页码：143 / 160
页数：18
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