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A sampling strategy useful in full-distribution simulation

✍ Scribed by P. J. Pellicane

Publisher
Springer
Year
1983
Tongue
English
Weight
343 KB
Volume
17
Category
Article
ISSN
0043-7719

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✦ Synopsis

Inherent in most simulation processes is a mechanism to sample from known probability distributions. This is most often accomplished with the aid of pseudo-random generation systems. Though, these generators produce sets of numbers which are usually statistically indistinguishable from a uniform distribution, the actual distribution of any individual one of these data sets exhibit peaks and valleys which, when used in simulations, somewhat misrepresent the desired probability distribution. A stratified approach to fulldistribution sampling is presented which represents a marked improvement over random number generated sampling in certain types of simulation procedures.

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