Simulating events of unknown probabilities via reverse time martingales (Q5198664): Difference between revisions

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Latest revision as of 08:49, 4 July 2024

scientific article; zbMATH DE number 5937284
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English
Simulating events of unknown probabilities via reverse time martingales
scientific article; zbMATH DE number 5937284

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    Simulating events of unknown probabilities via reverse time martingales (English)
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    9 August 2011
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    martingales with discrete parameter
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    computational problems in statistics
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    Bernoulli factory
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    retrospective sampling
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    unbiased simulation
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