Stochastic monotonicity and conditional Monte Carlo for likelihood ratios (Q5286069)

From MaRDI portal





scientific article; zbMATH DE number 223489
Language Label Description Also known as
default for all languages
No label defined
    English
    Stochastic monotonicity and conditional Monte Carlo for likelihood ratios
    scientific article; zbMATH DE number 223489

      Statements

      Stochastic monotonicity and conditional Monte Carlo for likelihood ratios (English)
      0 references
      0 references
      29 June 1993
      0 references
      stochastic monotonicity
      0 references
      conditional Monte Carlo
      0 references
      associated random variables
      0 references
      stochastically monotone Markov chains
      0 references
      importance sampling
      0 references
      stochastic ordering
      0 references
      variance reduction
      0 references
      monotone likelihood ratio
      0 references
      Poisson-process
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references