Table 1.

Comparisons of Analytical, Direct Monte Carlo, and Importance Sampling Approximations for P{N ≥ 1} with n  =  200 in Example 1

t	9	10	11
Analytical	7.1 × 10−2	7.1 × 10−3	4.2 × 10−4
Wrep
Direct MC	(3.6 ± 0.6) × 10−2	(5 ± 2) × 10−3	0
Algorithm A	(3.0 ± 0.1) × 10−2	(4.0 ± 0.2) × 10−3	(2.7 ± 0.1) × 10−4
Wnorep
Direct MC	(6.7 ± 0.8) × 10−2	(9 ± 3) × 10−3	(1 ± 1) × 10−3
Algorithm A	(7.5 ± 0.2) × 10−2	(6.9 ± 0.2) × 10−3	(4.1 ± 0.1) × 10−4

Each Monte Carlo entry is obtained using 1000 simulation runs and are expressed in the form standard error.