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On the Analysis of the Variance in Monte Carlo Calculations

Arie Dubi

Nuclear Science and Engineering / Volume 72 / Number 1 / Pages 108-110

October 1979

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The problem of analyzing the variance in a Monte Carlo calculation is addressed. The “batch” analysis method is considered, where one uses the average of contributions of k particles as an independent random variable, versus the “one-particle” analysis method, where k = 1. It is shown through general statistical considerations that the “one-particle” method yields more reliable estimates of the variance.

 
 
 
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