| Issue |
ESAIM: PS
Volume 19, 2015
|
|
|---|---|---|
| Page(s) | 135 - 147 | |
| DOI | https://doi.org/10.1051/ps/2014020 | |
| Published online | 17 August 2015 | |
A comparison of methods for selecting values of simulation input variables
Laboratoire de Mathématiques Appliquées, Faculté des Sciences
Exactes, Université de Bejaia, 06000
Bejaia,
Algérie
ourbihmeg@gmail.com; sofiaguebli33@gmail.com
Received:
17
October
2012
Revised:
11
April
2014
Refined descriptive sampling (RDS) is a method of sampling that can be used to produce input values for estimation of expectation of functions of output variables. This paper gives a generalization of RDS method for K input variables. An estimator of RDS is defined and shown to be unbiased and efficient compared to simple random sampling with respect to variance criterion for a class of estimators. The efficiency of RDS algorithm is discussed at the end of the paper.
Mathematics Subject Classification: 62D05 / 65C05 / 62H12 / 37M05
Key words: Sampling / variance / estimation / simulation
© EDP Sciences, SMAI, 2015
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