Refined descriptive sampling (RDS) is a method of sampling that can be used to produce input values for estimation of expectation of functions of output variables. This paper gives a generalization of RDS method for K input variables. An estimator of RDS is defined and shown to be unbiased and efficient compared to simple random sampling with respect to variance criterion for a class of estimators. The efficiency of RDS algorithm is discussed at the end of the paper.
DOI : 10.1051/ps/2014020
Mots-clés : Sampling, variance, estimation, simulation
@article{PS_2015__19__135_0,
author = {Ourbih-Tari, Megdouda and Guebli, Sofia},
title = {A comparison of methods for selecting values of simulation input variables},
journal = {ESAIM: Probability and Statistics},
pages = {135--147},
publisher = {EDP-Sciences},
volume = {19},
year = {2015},
doi = {10.1051/ps/2014020},
mrnumber = {3386367},
zbl = {1351.62027},
language = {en},
url = {http://archive.numdam.org/articles/10.1051/ps/2014020/}
}
TY - JOUR AU - Ourbih-Tari, Megdouda AU - Guebli, Sofia TI - A comparison of methods for selecting values of simulation input variables JO - ESAIM: Probability and Statistics PY - 2015 SP - 135 EP - 147 VL - 19 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/ps/2014020/ DO - 10.1051/ps/2014020 LA - en ID - PS_2015__19__135_0 ER -
%0 Journal Article %A Ourbih-Tari, Megdouda %A Guebli, Sofia %T A comparison of methods for selecting values of simulation input variables %J ESAIM: Probability and Statistics %D 2015 %P 135-147 %V 19 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/ps/2014020/ %R 10.1051/ps/2014020 %G en %F PS_2015__19__135_0
Ourbih-Tari, Megdouda; Guebli, Sofia. A comparison of methods for selecting values of simulation input variables. ESAIM: Probability and Statistics, Tome 19 (2015), pp. 135-147. doi : 10.1051/ps/2014020. http://archive.numdam.org/articles/10.1051/ps/2014020/
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