Ensuring finite moments in Monte Carlo simulations via iterated ex post facto sampling (Q1013147)
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scientific article; zbMATH DE number 5544599
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| English | Ensuring finite moments in Monte Carlo simulations via iterated ex post facto sampling |
scientific article; zbMATH DE number 5544599 |
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Ensuring finite moments in Monte Carlo simulations via iterated ex post facto sampling (English)
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17 April 2009
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central limit theorem
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valid confidence intervals
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infinite variance distributions
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numerical examples
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Monte Carlo sampling
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finite moments
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0.7118791341781616
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0.6965951919555664
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0.6942138671875
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0.6941261887550354
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0.6915417909622192
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