𝔖 Bobbio Scriptorium
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Extending Monte Carlo samples

✍ Scribed by B.B. Beard


Book ID
108462544
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
268 KB
Volume
119
Category
Article
ISSN
0920-5632

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A sample is chosen deterministically from an input distribution to a simulation system. Under certain conditions the mean of the system output sample is equal to the true output mean (up to computational errors). Slightly more stringent conditions ouarantee that the output samole variance is equal