method-multilevel_sampling-allocation_target-standard_deviation

Blurb:: 
Fit MLMC sample allocation to control the variance of the estimator for the standard deviation.

Description:: 
Computes the variance of the sampling estimator for the standard_deviation and fits sample allocation by solving the corresponding optimization problem.

Topics::

Examples::
The following method block 
\verbatim
method,
	model_pointer = 'HIERARCH'
        multilevel_sampling
	  pilot_samples = 20 seed = 1237
	  convergence_tolerance = .01
	  allocation_target = standard_deviation
\endverbatim

uses the standard_deviation as sample allocation target by computing its variance.

Theory::


Faq::
See_Also:: method-multilevel_sampling-allocation_target-variance	