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

5914 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)239-245
Number of pages7
JournalTechnometrics
Volume21
Issue number2
DOIs
StatePublished - May 1979

Keywords

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

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