Weighted Average Importance Sampling and Defensive Mixture Distributions

DOI10.2307/1269620zbMath0822.62002OpenAlexW4242067627MaRDI QIDQ4842960

T. C. Hesterberg

Publication date: 9 October 1995

Full work available at URL: https://doi.org/10.2307/1269620

zbMATH Keywords

Monte Carloimportance samplingmaximum likelihoodvariance reductionexponential estimatesmixture distributionregression estimatenormalization methodsratio estimateintegration estimateoil-inventory reliability

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Inventory, storage, reservoirs (90B05) Applications of statistics (62P99)

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