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A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
M. D. McKay, R. J. Beckman and W. J. Conover
Vol. 21, No. 2 (May, 1979), pp. 239-245
Published by: Taylor & Francis, Ltd. on behalf of American Statistical Association and American Society for Quality
Stable URL: http://www.jstor.org/stable/1268522
Page Count: 7
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Two types of sampling plans are examined as alternatives to simple random sampling in Monte Carlo studies. These plans are shown to be improvements over simple random sampling with respect to variance for a class of estimators which includes the sample mean and the empirical distribution function.
Technometrics © 1979 American Statistical Association