Simulating events of unknown probabilities via reverse time martingales (Q5198664)

From MaRDI portal
scientific article; zbMATH DE number 5937284
Language Label Description Also known as
English
Simulating events of unknown probabilities via reverse time martingales
scientific article; zbMATH DE number 5937284

    Statements

    Simulating events of unknown probabilities via reverse time martingales (English)
    0 references
    0 references
    0 references
    9 August 2011
    0 references
    martingales with discrete parameter
    0 references
    computational problems in statistics
    0 references
    Bernoulli factory
    0 references
    retrospective sampling
    0 references
    unbiased simulation
    0 references

    Identifiers