Work

Report on the application of statistical techniques to the analysis of computer codes

Year: 1976
Type: report
Abstract: Two types of sampling plans are presented as alternatives to simple random sampling in Monte Carlo studies. These plans are shown to be improvements over simple random sampling with respect to the variance of a class of estimators which includes the sample mean and the sample cumulative distribution function. The partial rank correlation coefficient is presented as a measure of sensitivity. Examples and test cases are included. 14 figures, 5 tables.
Authors: M McKay, W Conover, D Whiteman
Language: English
Open Access status: green
OpenAlex ID: W1501958383
Cites:
Cited by: 45
Related to: 10