An efficient Monte Carlo simulation algorithm is developed for estimating the probability content of rectangular domains in the multinormal probability space. The algorithm makes use of the properties of the multinormal distribution, as well as the concept of importance sampling. Accurate estimates
Reservoir sizing by transition probabilities: Theory, methodology, application
โ Scribed by Kottegoda, N. T.
- Publisher
- Springer
- Year
- 1988
- Tongue
- English
- Weight
- 129 KB
- Volume
- 2
- Category
- Article
- ISSN
- 0931-1955
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