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

doi:10.1080/00401706.1979.10489755

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

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

7265 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 language	English
Pages (from-to)	239-245
Number of pages	7
Journal	Technometrics
Volume	21
Issue number	2
DOIs	https://doi.org/10.1080/00401706.1979.10489755
State	Published - May 1979

Keywords

Latin hypercube sampling
Sampling techniques
Simulation techniques
Variance reduction

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10.1080/00401706.1979.10489755

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title = "Comparison of three methods for selecting values of input variables in the analysis of output from a computer code",

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.",

keywords = "Latin hypercube sampling, Sampling techniques, Simulation techniques, Variance reduction",

author = "McKay, {M. D.} and Beckman, {R. J.} and Conover, {W. J.}",

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KW - Sampling techniques

KW - Simulation techniques

KW - Variance reduction

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

Abstract

Keywords

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