Title :
Statistical analysis and empirical approaches for importance sampling and Monte Carlo techniques in digital transmission system simulation
Author :
Wang, Cheng-Kun ; Lee, Lin-Shan
Author_Institution :
Dept. of Electr. Eng., Nat. Taiwan Univ., Taipei, Taiwan
Abstract :
A detailed analysis of the statistical behavior of the classical Monte Carlo (MC) and several importance sampling (IP) estimators is presented. A fair comparison for these estimators is given, and the confidence intervals of simulation results are found. A new empirical approach to estimate the IS estimator variance is proposed. Numerical results are also included to support the discussions
Keywords :
Monte Carlo methods; digital communication; digital simulation; estimation theory; statistical analysis; Monte Carlo techniques; confidence intervals; digital transmission system simulation; estimators; importance sampling; simulation results; variance; AWGN; Analytical models; Bit error rate; Computational modeling; Computer simulation; Detectors; Error analysis; Intersymbol interference; Monte Carlo methods; Statistical analysis;
Conference_Titel :
Communications, 1993. ICC '93 Geneva. Technical Program, Conference Record, IEEE International Conference on
Conference_Location :
Geneva
Print_ISBN :
0-7803-0950-2
DOI :
10.1109/ICC.1993.397617
