Applying Binomial Statistics to Weighted Monte Carlo

摘要

Weighted Monte Carlo calculations requiring a uniforma sampling of the problem-space can suffer from diminished statis- tical significance because many, if not most, of the randomly-chosen sampling points contribute only slightly to the desired result. Their contribution is reduced in size due the variable-size of the weighting terms. In contrast, none of the randomly-cho- sen points which are favored by variablesize weighting terms will have their statistical significance beyond that of just one random point in the Monte Carlo sampling.