Monte Carlo Estimation under Different Distributions Using the Same Simulation (Q3759784)

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scientific article; zbMATH DE number 4009625
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    Monte Carlo Estimation under Different Distributions Using the Same Simulation
    scientific article; zbMATH DE number 4009625

      Statements

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      1987
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      Monte Carlo estimation
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      sampling
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      sensitivity analysis
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      importance sampling
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      changes in distribution of random inputs
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      large simulation computer codes
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      unbiased estimators of functions of the output variable
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      Monte Carlo Estimation under Different Distributions Using the Same Simulation (English)
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