Analytic score distributions and moments for a spatially continuous tridirectional Monte Carlo transport problem.

摘要

The interpretation of the statistical error estimates produced by Monte Carlo transport codes is still somewhat of an art. Empirically, there are variance reduction techniques whose error estimates are almost always reliable and there are variance reduction techniques whose error estimates are often unreliable. Unreliable error estimates usually result from inadequate large score sampling from the score distribution's tail. Statisticians believe that more accurate confidence interval statements are possible if the general nature of the score distribution can be characterized. This paper provides the analytic score distribution for the exponential transform applied to a simple spatially continuous Monte Carlo transport problem. (ERA citation 18:025162)