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The Case History of a Simulation Study
Author(s) -
Johnston W.
Publication year - 1971
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2346761
Subject(s) - computer science
Summary Given a simulation of a system whose response is an unwieldy function of a group of randomly varying quantities, a technique has been developed for reducing the number of simulation runs required to find extreme responses arising from rare combinations of these quantities.