Accession Number : AD0604377
Title : THE USE OF MULTI-STAGE SAMPLING SCHEMES IN MONTE CARLO COMPUTATIONS,
Corporate Author : RAND CORP SANTA MONICA CALIF
Personal Author(s) : Marshall,Andrew W.
Report Date : 03 JUN 1954
Pagination or Media Count : 21
Abstract : The details of one of the available techniques of Monte Carlo computations, importance sampling, that can make Monte Carlo computations much more efficient if it were possible to choose judiciously the probability distribution from which the sample observations are drawn are discussed.
Descriptors : (*MONTE CARLO METHOD, SAMPLING), (*SAMPLING, MONTE CARLO METHOD), PROBABILITY, DISTRIBUTION THEORY, SEQUENTIAL ANALYSIS, STATISTICAL PROCESSES
Distribution Statement : APPROVED FOR PUBLIC RELEASE