A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output From a Computer Code
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Summary
Two types of sampling plans are examined as alternatives to simple random sampling in Monte Carlo studies and are shown to be improvements oversimple random sampling with respect to variance for a class of estimators which includes the sample mean and the empirical distribution function.
- Type
- article
- Published
- 2000-02-01
- Cited by
- 12,918
- References
- 17
- OpenAlex
- https://openalex.org/W2038669746
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:40429700
Keywords
Simple random sample, Estimator, Statistics, Monte Carlo method, Sampling (signal processing)
References
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- Random Balance Experimentation
- Randomization and Factorial Experiments
- Discussion of the Papers of Messrs. Hald, Wetherill and Cox
- Quick Analysis Methods for Random Balance, Screening Experiments
- GENERALIZED QUOTA SAMPLING
- RANDOM ALLOCATION DESIGNS II: APPROXIMATE THEORY FOR SIMPLE RANDOM ALLOCATION'
- Generalized Least Squares Estimators for Randomized Fractional Replication Designs
- Testing Hypotheses in Randomized Factorial Experiments
- The art of simulation
- The Application of Random Balance Designs
- Square and Cubic Lattice Sampling
- Some Concepts of Dependence
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