A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output From a Computer Code
2000/02/01 by M. D. Mckay, Michael D. McKay, R. J. Beckman +2 · 2,751 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Code (set theory) #Computer science #Estimator #Financial Risk and Volatility Modeling #Importance sampling #Mathematics #Monte Carlo method #Probability and Risk Models #Programming language #Sample (material) #Sampling (signal processing) #Sampling design #Simple (philosophy) #Simple random sample #Statistical Distribution Estimation and Applications #Statistics #Variance (accounting)
paper · doi:10.1080/00401706.2000.10485979
published in Technometrics 42(1), 55-61 (Taylor & Francis)
openalex publication_date 2000/02/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05
Abstract
Two types of sampling plans are examined as alternatives to simple random sampling in Monte Carlo studies. These plans are shown to be improvements over simple random sampling with respect to variance for a class of estimators which includes the sample mean and the empirical distribution function.
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