학술저널
Comparing Refined Descriptive Sampling With Quasi Monte Carlo Methods
- KINFORMS
- Management Review: An International Journal
- Vol.10 No.2
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2015.1257 - 74 (18 pages)
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DOI : 10.55819/mrij.2015.10.2.57
- 0
This paper is about the generation and tests of uniform and exponential samples for different QMC methods. Halton, Sobol and Faure sequences are considered. Other methods such Monte Carlo and refined descriptive sampling are considered to be compared to the studied QMC sequences using two criteria: Absolute error and Mean Square Error estimating the mean of the exponential distribution. The goodness of fit test used is Kolmogorov-Smirnov test.
INTRODUCTION
QUASI MONTE CARLO METHODS
REFINED DESCRIPTIVE SAMPLING (RDS)
INTEGRATION USING DIFFERENT SAMPLING METHODS
APPLICATION
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