The Use of Multi-Stage Sampling Schemes in Monte Carlo Computations

Abstract

The details of one of the available techniques of Monte Carlo computations, importance sampling, that can make Monte Carlo computations much more efficient if it were possible to choose judiciously the probability distribution from which the sample observations are drawn are discussed.

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Document Details

Document Type
Technical Report
Publication Date
Jun 03, 1954
Accession Number
AD0604377

Entities

People

  • Andrew W. Marshall

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Computations
  • Data Science
  • Distribution Functions
  • Distribution Theory
  • Information Science
  • Maximum Likelihood Estimation
  • Monte Carlo Method
  • Observation
  • Operations Research
  • Probability
  • Probability Distributions
  • Random Variables
  • Sampling
  • Statistical Sampling

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Statistical inference.