Variance Estimation in Monte Carlo Eigenvalue Simulations Using Spectral Analysis Method
نویسندگان
چکیده
منابع مشابه
1 Introduction to reducing variance in Monte Carlo simulations
Typically, we would use (say) α = 0.05 in which case zα/2 = z0.025 = 1.96, and we thus obtain a 95% confidence interval X(n)± (1.96) σ √ n . The length of the confidence interval is 2(1.96) σ √ n which of course tends to 0 as the sample size n gets larger. In practice we would not actually know the value of σ2; it would be unknown (just as μ is). But this is not really a problem: we instead use...
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ژورنال
عنوان ژورنال: Nuclear Science and Engineering
سال: 2018
ISSN: 0029-5639,1943-748X
DOI: 10.1080/00295639.2018.1471269