Monte Carlo, Control Variates, and Stochastic Ordering (Q3830350)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo, Control Variates, and Stochastic Ordering |
scientific article |
Statements
Monte Carlo, Control Variates, and Stochastic Ordering (English)
0 references
1989
0 references
prior information
0 references
stochastic orderings
0 references
unbiased control variate estimator
0 references
confidence interval
0 references
control variate variance-reduction method
0 references
upper bounds
0 references
coefficient of variation
0 references
lower bound
0 references
discrete distribution
0 references
variance-reduced estimator of the population mean
0 references
distribution of maximal flow
0 references
flow-network problem
0 references
