When running Monte Carlo type simulations in situations where you're only interested in tail outcomes, do you know of a way to only simulate those outcomes, so that you can come up with more reliable answers in fewer simulations.
closed as off-topic by Myshkin, arsmath, Alexey Ustinov, Wolfgang, Carlo Beenakker Nov 19 '15 at 16:34
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question does not appear to be about research level mathematics within the scope defined in the help center." – Myshkin, arsmath, Alexey Ustinov, Wolfgang, Carlo Beenakker