A new variance reduction technique for evaluating system reliability problems by simulation

DOI10.1080/00949657508810124zbMath0321.62098OpenAlexW1965988499MaRDI QIDQ4082904

Gilbert R. Gordon, Julius Surkis, John Hynes

Publication date: 1975

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657508810124

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Reliability and life testing (62N05)

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Cites Work

• A Minimum Variance Sampling Technique for Simulation Models