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Importance sampling in systems simulation : A practical failure?

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  • Hopmans, A.C.M.
  • Kleijnen, J.P.C.

    (Tilburg University, Faculty of Economics)

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Suggested Citation

  • Hopmans, A.C.M. & Kleijnen, J.P.C., 1978. "Importance sampling in systems simulation : A practical failure?," Research Memorandum FEW 73, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiurem:5ca90b5f-60b8-4d60-a723-61d678fb9d75
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    References listed on IDEAS

    as
    1. H. Kahn & A. W. Marshall, 1953. "Methods of Reducing Sample Size in Monte Carlo Computations," Operations Research, INFORMS, vol. 1(5), pages 263-278, November.
    2. Grace Carter & Edward J. Ignall, 1975. "Virtual Measures: A Variance Reduction Technique for Simulation," Management Science, INFORMS, vol. 21(6), pages 607-616, February.
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    Cited by:

    1. Kleijnen, J.P.C., 1978. "The role of statistical methodology in simulation," Other publications TiSEM 05085a08-4669-4775-adc5-4, Tilburg University, School of Economics and Management.

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