SOME EXAMPLES OF STOCHASTIC DISTORTION, A MONTE CARLO TECHNIQUE,

Abstract

The effects of stochastic distortion on the sampling variance of a Monte Carlo estimation of tail probabilities are presented for both the exponential and the gamma distributions. Also presented is the effect of the distortion on the required sample size for a desired accuracy-confidence statement. (Author)

Document Details

Document Type
Technical Report
Publication Date
Mar 06, 1964
Accession Number
AD0434020

Entities

People

  • E. L. Pugh

Organizations

  • System Development Corporation

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Distortion
  • Probability
  • Sampling

Fields of Study

  • Mathematics

Readers

  • Atmospheric Science / Meteorology, specifically Wind Wave Turbulence.
  • Regression Analysis.