Add to ORKGIn the simulation of systems, the estimates of the system parameters obtained from the simulation runs are random variables. The precision of the estimates is usually subject to the sampling procedure used. This thesis presents a study of the feasibility of using stratified sampling for simulation runs. For the stratified sampling method, the cumulative distribution function of the specified distribution is divided into blocks called strata, and certain rules are used to draw samples from each stratum. Two computer programs are written and used to study the utility of stratified sampling in simulation. One is used to study the effects of stratified sampling on estimating the mean and variance of an exponential distribution, while the other ...
Stochastic simulation models are used to predict the behavior of real systems whose components have ...
Stochastic simulation is an invaluable tool for operations-research practitioners for the performanc...
I have tried to present a thorough investigation into the problem of stratified sampling under the a...
The empirical validation of the analytical properties of sampling allocation methods is based on sim...
In almost every field of engineering, advanced computer programs are used. In many cases only the pr...
For years computer-based stochastic simulation has been a commonly used tool in the performance eval...
Importance sampling is one of the classical variance reduction techniques for increasing the efficie...
We look at the benefits of using a kind of quasi-random numbers to obtain more accurate results for ...
Recent research advocates applying sampling to accelerate microarchitecture simulation. Simple rando...
Sampling-based computational methods have become a fundamental part of the numerical toolset of prac...
This paper examines the application of Latin Hypercube Sampling (LHS) and Antithetic Variables (AVs)...
Traditionally, the concept of sampling distribution has been seen as fundamental to an understanding...
International audienceWe analyze a stratified strategy for numerical integration and for simulation ...
There has been a great interest in the use of variance reduction techniques (VRTs) in simulation out...
An algorithm is presented which combines the techniques of statistical simulation and numerical inte...
Stochastic simulation models are used to predict the behavior of real systems whose components have ...
Stochastic simulation is an invaluable tool for operations-research practitioners for the performanc...
I have tried to present a thorough investigation into the problem of stratified sampling under the a...
The empirical validation of the analytical properties of sampling allocation methods is based on sim...
In almost every field of engineering, advanced computer programs are used. In many cases only the pr...
For years computer-based stochastic simulation has been a commonly used tool in the performance eval...
Importance sampling is one of the classical variance reduction techniques for increasing the efficie...
We look at the benefits of using a kind of quasi-random numbers to obtain more accurate results for ...
Recent research advocates applying sampling to accelerate microarchitecture simulation. Simple rando...
Sampling-based computational methods have become a fundamental part of the numerical toolset of prac...
This paper examines the application of Latin Hypercube Sampling (LHS) and Antithetic Variables (AVs)...
Traditionally, the concept of sampling distribution has been seen as fundamental to an understanding...
International audienceWe analyze a stratified strategy for numerical integration and for simulation ...
There has been a great interest in the use of variance reduction techniques (VRTs) in simulation out...
An algorithm is presented which combines the techniques of statistical simulation and numerical inte...
Stochastic simulation models are used to predict the behavior of real systems whose components have ...
Stochastic simulation is an invaluable tool for operations-research practitioners for the performanc...
I have tried to present a thorough investigation into the problem of stratified sampling under the a...