Digital Library

The Use of Multistage Sampling Schemes in Monte Carlo Computations

1954

RAND Corporation

“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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