An Efficient Randomized Quasi-Monte Carlo Algorithm for the Pareto Distribution

DOI10.1515/MCMA.2007.001MaRDI QIDQ5295321zbMATH OpenFDO

Authors

Publication date 27 July 2007

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/MCMA.2007.001

zbMATH Keywords

discrepancyefficiencygoodness-of-fit testmean square errornumerical examplesPareto distributionPareto variancequasi-Monte Carlo methodsrandom number generation

Mathematics Subject Classification ID

Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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Cites work

• Parameter Estimation for the Truncated Pareto Distribution
• Statistical Analysis of a Telephone Call Center

Cited in

(2)

• scientific article; zbMATH DE number 4109921 (Why is no real title available?)
• scientific article; zbMATH DE number 7406425 (Why is no real title available?)

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