Importance Sampling in Monte Carlo Analyses

DOI10.1287/OPRE.9.5.603MaRDI QIDQ5728005zbMATH OpenOpenAlexFDO

Authors Charles E. Clark

Publication date 1961

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.9.5.603

zbMATH Keywords

statistics

Cited in

(6)

• The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation
• Interval approach challenges Monte Carlo simulation
• Statistical volume element method for predicting microstructure-constitutive property relations
• Allgemeiner Bericht über Monte-Carlo-Methoden
• Sampling efficiency in Monte Carlo analysis
• Monte Carlo simulation of ordinary least squares estimator through linear regression adaptive refined descriptive sampling algorithm

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