PRACTICAL VARIANCE REDUCTION TECHNIQUES IN SIMULATION.

Achintya Haldar, B. M. Ayyub

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Citations (Scopus)

Abstract

The use of simulation techniques to estimate the risk or reliability of an engineering system are discussed. When simulation is used for a complicated engineering system, variance reduction techniques should be used for economic reasons For the complicated example considered here, the Conditional Expectation plus Antithetic Variates variance reduction technique is found to be the most efficient.

Original languageEnglish (US)
Title of host publicationAmerican Society of Mechanical Engineers, Pressure Vessels and Piping Division (Publication) PVP
EditorsC.Raj Sundararajan
PublisherASME
Pages63-74
Number of pages12
Volume93
StatePublished - 1984
Externally publishedYes

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Systems engineering
Economics

ASJC Scopus subject areas

  • Industrial and Manufacturing Engineering
  • Mechanical Engineering

Cite this

Haldar, A., & Ayyub, B. M. (1984). PRACTICAL VARIANCE REDUCTION TECHNIQUES IN SIMULATION. In C. R. Sundararajan (Ed.), American Society of Mechanical Engineers, Pressure Vessels and Piping Division (Publication) PVP (Vol. 93, pp. 63-74). ASME.

PRACTICAL VARIANCE REDUCTION TECHNIQUES IN SIMULATION. / Haldar, Achintya; Ayyub, B. M.

American Society of Mechanical Engineers, Pressure Vessels and Piping Division (Publication) PVP. ed. / C.Raj Sundararajan. Vol. 93 ASME, 1984. p. 63-74.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Haldar, A & Ayyub, BM 1984, PRACTICAL VARIANCE REDUCTION TECHNIQUES IN SIMULATION. in CR Sundararajan (ed.), American Society of Mechanical Engineers, Pressure Vessels and Piping Division (Publication) PVP. vol. 93, ASME, pp. 63-74.
Haldar A, Ayyub BM. PRACTICAL VARIANCE REDUCTION TECHNIQUES IN SIMULATION. In Sundararajan CR, editor, American Society of Mechanical Engineers, Pressure Vessels and Piping Division (Publication) PVP. Vol. 93. ASME. 1984. p. 63-74
Haldar, Achintya ; Ayyub, B. M. / PRACTICAL VARIANCE REDUCTION TECHNIQUES IN SIMULATION. American Society of Mechanical Engineers, Pressure Vessels and Piping Division (Publication) PVP. editor / C.Raj Sundararajan. Vol. 93 ASME, 1984. pp. 63-74
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