Monte Carlo Estimation under Different Distributions Using the Same Simulation

DOI10.2307/1269770zbMath0622.62109OpenAlexW2049429870MaRDI QIDQ3759784

Richard J. Beckman, Michael D. 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

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

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