Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code

著者: Michael D. McKay, Richard J. Beckman, W. J. Conover - Technometrics 1979 被引用: 3,140

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.