在期权定价的蒙特卡罗模拟中,重要性抽样是一种有效的方差减小技术。
Importance sampling technique is an effective variance reduction technique in Monte Carlo simulation method for pricing options.
复合重要抽样可以减小计算方差,提高计算效率。
Calculation variance can be reduced by multiple important sampling technique, and then calculation efficiency can be improved.
在一系列不同的极限状态函数条件下,对随机抽样法和拉丁超立方抽样法以及是否使用方差减缩技术进行了比较研究。
Comparative study on random sampling and Latin hypercube sampling with and without variance reduction techniques is carried out to a number of different limit state functions.
本文给出了集团抽样的不等概方法和均值的无偏估计,同时也给出了这种估计的方差及方差的无偏估计。
In this paper it not only gives the method of unequal probability in group sampling and unbiassedness of mean estimation and also gives the variance and its unbiassedness of estimation.
本文将拉丁超立方抽样法与条件期望和对偶变数方差减缩技术组合用于分析船体总纵极限强度可靠性。
This paper proposes Latin hypercube sampling combined with variance reduction techniques of conditional expectation and antithetic variates to assess ultimate strength reliability of ship hull girder.
这种方法通过由相关函数抽样序列形成的协方差矩阵控制序列的相关性,适用于仿真具有不同概率密度函数的各种有限长相关的随机序列。
This method can control the series correlation via covariance matrix that was formed from correlation series and is suit for simulating finite correlated random series of different distributions.
重点抽样技术是一种方差减少技术,它能显著地减少运算时间。
So Importance Sampling simulation is used to reduce the time of simulation.
按15%和10%的抽样比例得到的核心库的方差差异百分率相等而高于25%抽样比例的方差差异百分率;
These percentage of variance difference through sampling at 15% and 10% were higher than that of through sampling at 25%.
方差估计是抽样调查的重要组成部分,重抽样方法是常用的方差估计方法。
The variance estimation is very important part in sample survey, and replicated sample method is a common method.
方法:对保定市及周边县城消费者进行随机抽样问卷调查,采用t检验、方差分析和LSD - t检验等方法对调查数据进行统计学处理。
METHODS: Random sample questionnaire survey was conducted among consumers in Baoding city and its surrounding counties, and the data were subjected tot-test, analysis of variance, and LSD-t test.
在综合双侧规格限下研究方差未知的正态分布产品可靠性抽样检验方法。
This paper studies reliability sampling inspection method for items whose quality characteristic has a normal distribution with an unknown variance under double combined specification limits.
重权数方法与重抽样方法类似,也是利用计算机的优势通过重复获得大量不同的子样本的重权数估计目标参数的估计量和方差估计量,是一种稳健、通用、有效的方差估计方法。
Replicate weight, which is similar with replicated sample method, gets a lot of replicated weights to obtain the estimators by computer, it is also a robust, common and effective method.
方法:调查6种样方,进行方差分析,以确定适宜青海田鼠抽样的样方面积;
Methods:6 specimen squares were investigated and analyzed by using analysis of variance to determine appropriate sampling areas of Microtus fuscus ;
方法:调查6种样方,进行方差分析,以确定适宜青海田鼠抽样的样方面积;
Methods:6 specimen squares were investigated and analyzed by using analysis of variance to determine appropriate sampling areas of Microtus fuscus ;
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