Accession Number : AD0674237

Title :   STRATIFIED MONTE CARLO SAMPLING FOR SYMMETRIC STATISTICS.

Descriptive Note : Technical rept.,

Corporate Author : TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS

Personal Author(s) : Ringer,L. J. ; Suharto,S.

Report Date : AUG 1968

Pagination or Media Count : 17

Abstract : The use of stratified sampling procedure for Monte Carlo estimation of the c.d.f. of a statistic is discussed. It is shown that this sampling procedure will give estimates with smaller variance than those obtained from simple random samples. The reduction in variance is illustrated by considering the estimation of the distribution of the sample mean and sample range for a sample from a rectangular distribution. (Author)

Descriptors :   (*SAMPLING, MONTE CARLO METHOD), ANALYSIS OF VARIANCE, STATISTICAL DISTRIBUTIONS, STOCHASTIC PROCESSES, DECISION THEORY, DISTRIBUTION FUNCTIONS, NUMERICAL ANALYSIS, NUMERICAL INTEGRATION, SCHEDULING, COSTS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE