Statistical analysis and empirical approaches for importance sampling and Monte Carlo techniques in digital transmission system simulation
Resource
Communications, 1993. ICC 93. Geneva. Technical Program, Conference Record, IEEE International Conference on
Journal
IEEE International Conference on Communications, 1993. ICC 93. Geneva
Pages
-
Date Issued
1993-05
Date
1993-05
Author(s)
Wang, Cheng-Kun
DOI
N/A
Abstract
A detailed analysis of the statistical behavior of the classical Monte Carlo (MC) and several importance sampling (IP) estimators is presented. A fair comparison for these estimators is given, and the confidence intervals of simulation results are found. A new empirical approach to estimate the IS estimator variance is proposed. Numerical results are also included to support the discussions.>
Type
journal article
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