![]() ![]() Latin Hypercube sampling requires fewer trials to achieve the same level of statistical accuracy as Monte Carlo sampling. Latin Hypercube sampling is generally more precise when calculating simulation statistics than is conventional Monte Carlo sampling, because the entire range of the distribution is sampled more evenly and consistently. The Sample Size option (displayed when you select Run Preferences, then Sample), controls the number of segments in the sample. After has sampled each segment exactly once, the process repeats until the simulation stops. This collection of values forms the Latin Hypercube sample. While a simulation runs, selects a random assumption value for each segment according to the segment’s probability distribution. ![]()
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |