Dakota Reference Manual: mean

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mean

Fit MLMC sample allocation to control the variance of the estimator for the mean.

## Specification

Alias: none

Argument(s): none

## Description

Computes the variance of the mean estimator and fits sample allocation by solving the corresponding optimization problem. This optimization problem is solved in analitically closed form.

## Examples

The following method block

    method,
        model_pointer = 'HIERARCH'
            multilevel_sampling
          pilot_samples = 20 seed = 1237
          convergence_tolerance = .01
          allocation_target = mean

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