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IMPORTANCE SAMPLING

Statistics Directorate    
French Equivalent: Echantillonage d'importance

Definition:
This method of sampling, used in Monte Carlo analysis, is to concentrate the distribution of sample points in those parts of the variate interval which are of greatest interest. It is a form of stratified sampling with variable sampling fraction.

Source Publication:
A Dictionary of Statistical Terms, 5th edition, prepared for the International Statistical Institute by F.H.C. Marriott. Published for the International Statistical Institute by Longman Scientific and Technical.

Statistical Theme: Methodological information (metadata)

Created on Sunday, May 19, 2002

Last updated on Tuesday, April 29, 2003