Sobol Sequence Equation 7.7.5 [Archive]

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Clarence

07-13-2004, 11:35 AM

Perhaps I am just confused but what is the value of a in this equation? I would like to repeat the calculations which lead to Figure 7.7.2 and I THINK I need the vaue of a.

zhangyuancau

09-23-2004, 11:13 PM

So do I...
it happened to me that the Sobel and naive MC produced same
convengence rate in integration 7.7.5...:confused: