A comparison of three methods for selecting values of input variables in the analysis of output from a computer code

M. D. McKay, R. J. Beckman, W. J. Conover

Research output: Contribution to journalArticle

771 Scopus citations

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.

Original languageEnglish
Pages (from-to)55-61
Number of pages7
JournalTechnometrics
Volume42
Issue number1
DOIs
StatePublished - Feb 2000

Keywords

  • Latin hypercube sampling
  • Sampling techniques
  • Simulation techniques
  • Variance reduction

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