Using Simulation to Estimate First Passage Distribution (Q3745106): Difference between revisions
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Revision as of 12:28, 5 March 2024
scientific article
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English | Using Simulation to Estimate First Passage Distribution |
scientific article |
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Using Simulation to Estimate First Passage Distribution (English)
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1985
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first passage distribution
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conditional Monte Carlo
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simulation
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estimate the number of transitions
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observed hazard
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Monte Carlo estimator
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