JMP uses the multivariate radial strata method for each factor that uses the Normal Weighted distribution. This seems to work better than a number of Importance Sampling methods, as a multivariate Normal Integrator accurate in the extreme tails.
First, define strata and calculate corresponding probabilities and weights. For d random factors, the strata are radial intervals as follows.
NStrata – 1
The default number of strata is 12. To change the number of strata, a hidden command N Strata is available if you hold the Shift key down while clicking on the red triangle next to Simulator. Increase the sample size as needed to maintain an even number of strata.
Select a strata as mod(i – 1, NStrata) for run i.
Determine a random n-dimensional direction by scaling multivariate Normal (0,1) deviates to unit norm.