Simulation with Statistical Control Variables.
TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS
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An improved procedure for estimating system reliability is developed, combining numerical integration and statistical simulation. The procedure uses stratified numerical approximation followed by a post-stratification sample for control variable purposes. This combination results in accuracies comparable to that of stratified Monte Carlo simulation at less computational costs. Author
- Statistics and Probability
- Manufacturing and Industrial Engineering and Control of Production Systems