论文信息 - Statistical analysis and empirical approaches for importance sampling and Monte Carlo techniques in digital transmission system simulation

Statistical analysis and empirical approaches for importance sampling and Monte Carlo techniques in digital transmission system simulation

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.<<ETX>>

Lin-Shan Lee | Chung-Yi Wang

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