On the optimality and stability of exponential twisting in Monte Carlo estimation (Q4034438)
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scientific article; zbMATH DE number 167484
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| English | On the optimality and stability of exponential twisting in Monte Carlo estimation |
scientific article; zbMATH DE number 167484 |
Statements
On the optimality and stability of exponential twisting in Monte Carlo estimation (English)
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16 May 1993
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importance sampling
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Monte Carlo technique
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optimized exponentially twisted distribution
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asymptotically optimal sampling distribution
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error moments
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sample mean
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sample variance estimators
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uniform asymptotic stability property
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0.8558459
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0.8371033
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0.83368707
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0.83280015
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0.8311695
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0.8304196
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0.82996404
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0.8290701
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0.82858115
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