The Use of Multistage Sampling Schemes in Monte Carlo Computations

Andrew W. Marshall

Expert InsightsPublished 1954

A review of importance sampling, a technique whereby Monte Carlo computations are made more efficient — provided the probability distribution, from which the sample observations are drawn, is judiciously chosen. (Published in H. A. Meyer (ed.), Symposium on Monte Carlo Methods, John Wiley & Sons, Inc., New York, 1956.)

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Marshall, Andrew W., The Use of Multistage Sampling Schemes in Monte Carlo Computations. Santa Monica, CA: RAND Corporation, 1954. https://www.rand.org/pubs/papers/P531.html.
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