Monte Carlo Estimation under Different Distributions Using the Same Simulation
From MaRDI portal
Publication:3759784
DOI10.2307/1269770zbMath0622.62109MaRDI QIDQ3759784
Richard J. Beckman, Michael D. McKay
Publication date: 1987
Full work available at URL: https://digital.library.unt.edu/ark:/67531/metadc1194505/
sampling; sensitivity analysis; importance sampling; Monte Carlo estimation; changes in distribution of random inputs; large simulation computer codes; unbiased estimators of functions of the output variable
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