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Home / Publications / Journals / Nuclear Science and Engineering / Volume 156 / Number 3 / Pages 403-407

Unbiased Monte Carlo Estimation of the Reciprocal of an Integral

Thomas E. Booth

Nuclear Science and Engineering / Volume 156 / Number 3 / July 2007 / Pages 403-407

Technical Paper

A method to provide an unbiased Monte Carlo estimate of the reciprocal of an integral is described. In Monte Carlo transport calculations, one often uses a single sample as an estimate of an integral. This paper shows that a similar situation exists with respect to a single sample for an unbiased estimate of the reciprocal of an integral. If an appropriate approximation to the integrand is known, then obtaining a single unbiased estimate of the reciprocal of an integral will not be much more time consuming than obtaining a single unbiased estimate of the integral itself.

 
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