Abstract
The problem of analyzing the variance in a Monte Carlo calculation is addressed. The ″batch″ analysis method is considered, where one uses the average of contributions of k particles as an independent random variable, versus the ″one-particle″ analysis method, where k equals 1. It is shown through general statistical considerations that the ″one-particle″ method yields more reliable estimates of the variance.
| Original language | English |
|---|---|
| Pages (from-to) | 108-120 |
| Number of pages | 13 |
| Journal | Nuclear Science and Engineering |
| Volume | 72 |
| Issue number | 1 |
| State | Published - 1 Oct 1979 |
ASJC Scopus subject areas
- Nuclear Energy and Engineering