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Fitting using finite Monte Carlo samples

โœ Scribed by Roger Barlow; Christine Beeston


Book ID
103048077
Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
818 KB
Volume
77
Category
Article
ISSN
0010-4655

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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