STRATIFIED MONTE CARLO SAMPLING FOR SYMMETRIC STATISTICS.

Abstract

The use of stratified sampling procedure for Monte Carlo estimation of the c.d.f. of a statistic is discussed. It is shown that this sampling procedure will give estimates with smaller variance than those obtained from simple random samples. The reduction in variance is illustrated by considering the estimation of the distribution of the sample mean and sample range for a sample from a rectangular distribution. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1968
Accession Number
AD0674237

Entities

People

  • L. J. Ringer
  • S. Suharto

Organizations

  • Texas A&M University

Tags

DTIC Thesaurus Topics

  • Collecting Methods
  • Computing-Related Activities
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematics
  • Population (Mathematics)
  • Sampling
  • Statistical Samples
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.