The variance of the importance sampling estimator is easily shown to be:<math>\begin{align}\operatorname{var}_*\hat p_t & {} = \frac{1}{K}\operatorname{var}_* \ge t)W(X) \\& {} = \frac{1}{K}\left\==External links==* Sequential Monte Carlo Methods (Particle Filtering) homepage on University of Cambridge* Introduction to importance sampling in rare-event simulations European journal of Physics.
* Районированная выборка* Последовательные методы Монте-Карло или Particle filters* Sequential Monte Carlo Methods (Particle Filtering) homepage on University of Cambridge* Introduction to importance sampling in rare-event simulations European journal of Physics.