On the optimum biasing of importance sampling for simulation of communication systems

Most conventional optimum or good bias schemes of importance sampling may be over biased for the simulation of a class of communication systems with information feedback. A new concept of the whole estimator is introduced. In addition to the estimation variance, the confidence interval and confidence level are mainly considered as the criteria of optimizing bias schemes. The nature of new optimum bias schemes is found through rigorous analysis.<<ETX>>

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