Volume 19, 2015
|Page(s)||135 - 147|
|Published online||17 August 2015|
A comparison of methods for selecting values of simulation input variables
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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