Monte Carlo Estimation under Different Distributions Using the Same Simulation

DOI10.2307/1269770MaRDI QIDQ3759784zbMATH OpenOpenAlexFDO

Authors Richard J. Beckman, Michael McKay

Publication date 1987

Full work available at URL https://digital.library.unt.edu/ark:/67531/metadc1194505/

zbMATH Keywords

samplingsensitivity analysisimportance samplingMonte Carlo estimationchanges in distribution of random inputslarge simulation computer codesunbiased estimators of functions of the output variable

Mathematics Subject Classification ID

Applications of statistics (62P99) Computing methodologies and applications (68U99)

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