Monte Carlo simulation with moment matching samples

Carl G. Looney

Mathematics and Computers in Simulation (MATCOM), 1983, vol. 25, issue 3, 237-240

Abstract: A sample is chosen deterministically from an input distribution to a simulation system. Under certain conditions the mean of the system output sample is equal to the true output mean (up to computational errors). Slightly more stringent conditions guarantee that the output sample variance is equal to the true output variance.

Date: 1983
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:25:y:1983:i:3:p:237-240

DOI: 10.1016/0378-4754(83)90099-X

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