Importance Sampling
Edition: 1 edition
Publisher: Springer
Published: August 15, 2002
Language: eng
Format: Hardcover
Number of pages: 250
ISBN-13: 9783540434207
Subjects: Computer modelling & simulation; Stochastics; Probability & Statistics - General; Mathematical Statistics; Probabilities; Mathematics; Science/Mathematics; Sampling (Statistics); Electronics - General; Engineering - Mechanical; Technology / Engineering / General; Monte Carlo method
First sentence: The accurate estimation of probabilities of rare events through fast simulation is a primary concern of importance sampling.