Simulation with Statistical Control Variables.

Abstract

An improved procedure for estimating system reliability is developed, combining numerical integration and statistical simulation. The procedure uses stratified numerical approximation followed by a post-stratification sample for 'control variable' purposes. This combination results in accuracies comparable to that of stratified Monte Carlo simulation at less computational costs. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1974
Accession Number
AD0783420

Entities

People

  • D. M. Scott
  • Herman Otto Hartley
  • William B. Smith

Organizations

  • Texas A&M University

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Data Science
  • Information Science
  • Mathematical Analysis
  • Mathematics
  • Monte Carlo Method
  • Numerical Analysis
  • Numerical Integration
  • Reliability
  • Simulations
  • Stratification

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Regression Analysis.