Variance Reduction Techniques for Digital Simulation
- 1 February 1984
- journal article
- research article
- Published by Taylor & Francis in American Journal of Mathematical and Management Sciences
- Vol. 4 (3-4) , 277-312
- https://doi.org/10.1080/01966324.1984.10737147
Abstract
In the design and analysis of large-scale simulation experiments, It Is generally difficult to estimate model performance parameters with adequate precision at an acceptable sampling cost. This paper provides a state-of-the-art survey of the principal variance reduction techniques that can Improve the efficiency of such experiments.Keywords
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