Variance reduction for sensitivity estimates obtained from regenerative simulation (Q1317015)
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scientific article; zbMATH DE number 527404
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| English | Variance reduction for sensitivity estimates obtained from regenerative simulation |
scientific article; zbMATH DE number 527404 |
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Variance reduction for sensitivity estimates obtained from regenerative simulation (English)
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20 June 1994
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central limit theorem
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simulations
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likelihood ratio method
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0.818121075630188
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0.8175690770149231
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0.8138530254364014
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0.8113017678260803
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0.808488130569458
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