## Abstract

The problem of analyzing the statistical error of Monte Carlo point-flux estimators with unbounded variance is considered. The results are based on the generalization of the classical limit theorem for summands of identically-distributed random variables on the unbounded-variance case. The Lévy representation of the characteristic functions of stable attracting distributions is implemented. The explicit expression of the stable attracting probability density function for the uncollided point-flux estimates is obtained and the corresponding cumulative probability function is tabulated. It is shown that a 1 x singularity of an unbounded-variance point-flux estimator in the vicinity of the detector point leads to 1 N^{ 1 2} convergence to the normal law. The procedure of estimation of confidence limits and statistical accuracy of unbounded-variance point-flux estimators for intermediate sample size is discussed. The results may be utilized for the calculation of statistical error of Monte Carlo calculations of flux at a point.

Original language | English |
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Pages (from-to) | 675-682 |

Number of pages | 8 |

Journal | Annals of Nuclear Energy |

Volume | 9 |

Issue number | 11-12 |

DOIs | |

State | Published - 1 Jan 1982 |

## ASJC Scopus subject areas

- Nuclear Energy and Engineering