Importance Sampling in Monte Carlo Analyses

DOI10.1287/opre.9.5.603zbMath0117.36905OpenAlexW2131386848MaRDI QIDQ5728005

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

Related Items (6)

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

This page was built for publication: Importance Sampling in Monte Carlo Analyses