A Note on Variance Reduction Methods in Monte Carlo Applications to Systems Engineering and Reliability. (Q4937410)
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scientific article; zbMATH DE number 1398578
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| English | A Note on Variance Reduction Methods in Monte Carlo Applications to Systems Engineering and Reliability. |
scientific article; zbMATH DE number 1398578 |
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A Note on Variance Reduction Methods in Monte Carlo Applications to Systems Engineering and Reliability. (English)
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3 February 2000
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Monte Carlo methods
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variance reduction methods
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forced events method
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time crossing estimator
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event type estimator
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numerical example
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leakage estimator
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state space splitting
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0.9279774
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0.8772604
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0.87581414
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