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Abstract

The definition of the uniform linear generator is given and some of the mostly used tests to evaluate the uniformity and the independence of the obtained determinations are listed. The problem of calculating, through simulation, some moment W of a random variable function is taken into account. The Monte Carlo method enables the moment W to be estimated and the estimator variance to be obtained. Some techniques for the construction of other estimators of W with a reduced variance are introduced

Additional information

Authors: LESSI O JRC-ISPRA, JRC-ISPRA
Bibliographic Reference: EUR 11032 EN (1987) MF, 45 P., BFR 150, BLOW-UP COPY BFR 225, EUROFFICE, LUXEMBOURG, POB 1003
Availability: Can be ordered online
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