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A comparison of methods for selecting values of simulation input variables
Ourbih-Tari, Megdouda1 ; Guebli, Sofia1
1 Laboratoire de Mathématiques Appliquées, Faculté des Sciences Exactes, Université de Bejaia, 06000 Bejaia, Algérie
ESAIM: Probability and Statistics, Tome 19 (2015), pp. 135-147 Cet article a éte moissonné depuis la source Numdam

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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.

Reçu le :
DOI : 10.1051/ps/2014020
Classification : 62D05, 65C05, 62H12, 37M05
Keywords: Sampling, variance, estimation, simulation

Ourbih-Tari, Megdouda 1 ; Guebli, Sofia 1

1 Laboratoire de Mathématiques Appliquées, Faculté des Sciences Exactes, Université de Bejaia, 06000 Bejaia, Algérie 
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     title = {A comparison of methods for selecting values of simulation input variables},
     journal = {ESAIM: Probability and Statistics},
     pages = {135--147},
     year = {2015},
     publisher = {EDP-Sciences},
     volume = {19},
     doi = {10.1051/ps/2014020},
     mrnumber = {3386367},
     zbl = {1351.62027},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps/2014020/}
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Ourbih-Tari, Megdouda; Guebli, Sofia. A comparison of methods for selecting values of simulation input variables. ESAIM: Probability and Statistics, Tome 19 (2015), pp. 135-147. doi: 10.1051/ps/2014020

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