Nuclear Science and Engineering · 1973 · 37 citations · 0 references
ComputingPhysicsComputational PhysicsScientific ComputingUncertainty QuantificationComputational StatisticsMonte Carlo MethodsMonte Carlo SimulationMonte Carlo Analysis
AbstractGast and Candelore have recently pointed out that the standard method of computing confidence limits in Monte Carlo calculations is invalid for iterated-source calculations. This note develops a formula for a confidence-limit correction factor for such calculations, and discusses its use.