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À propos de : A comparison of methods for selecting values of simulation input variables        

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  • A comparison of methods for selecting values of simulation input variables
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  • Refined descriptive sampling (RDS) is a method of sampling that can be used to produce input values for estimation of expectation of functions of output variables. This paper gives a generalization of RDS method for K input variables. An estimator of RDS is defined and shown to be unbiased and efficient compared to simple random sampling with respect to variance criterion for a class of estimators. The efficiency of RDS algorithm is discussed at the end of the paper.
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  • ps140020
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  • © EDP Sciences, SMAI, 2015
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  • EDP Sciences, SMAI
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