Weighted Average Importance Sampling and Defensive Mixture Distributions (Q4842960)

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scientific article; zbMATH DE number 786475
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Weighted Average Importance Sampling and Defensive Mixture Distributions
scientific article; zbMATH DE number 786475

    Statements

    9 October 1995
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    Monte Carlo
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    variance reduction
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    integration estimate
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    ratio estimate
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    regression estimate
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    exponential estimates
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    maximum likelihood
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    mixture distribution
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    importance sampling
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    normalization methods
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    oil-inventory reliability
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    Weighted Average Importance Sampling and Defensive Mixture Distributions (English)
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