Optimum Biasing of Integral Equations in Monte Carlo Calculations
- 13 May 1979
- journal article
- research article
- Published by Taylor & Francis in Nuclear Science and Engineering
- Vol. 70 (2) , 210-212
- https://doi.org/10.13182/nse79-a19656
Abstract
In solving integral equations and estimating average values with the Monte Carlo method, biasing functions may be used to reduce the variance of the estimates. A simple derivation has been used to prove the existence of a zero-variance collision estimator if a specific biasing function and survival probability are applied. This optimum biasing function is the same as that used for the well-known zero-variance last-event estimator.Keywords
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