American Nuclear Society
Home

Home / Store / Journals / Electronic Articles / Nuclear Science and Engineering / Volume 129 / Number 2

Simultaneous Monte Carlo Zero-Variance Estimates of Several Correlated Means

Thomas E. Booth

Nuclear Science and Engineering

Volume 129 / Number 2 / June 1998 / Pages 199-202

Format:

Price:$30.00
Member Price:$27.00
Member Savings:$3.00

Zero-variance biasing procedures are normally associated with estimating a single mean or "tally." In particular, a zero-variance solution occurs when every sampling is made proportional to the product of the true probability multiplied by the expected score (importance) subsequent to the sampling; i.e., the zero-variance sampling is importance weighted. Because every tally has a different importance function, a zero-variance biasing for one tally cannot be a zero-variance biasing for another tally (unless the tallies are perfectly correlated). The way to optimize the situation when the required tallies have positive correlation is shown.

 
 
 
Questions or comments about the site? Contact the ANS Webmaster.
advertisement