Stochastic monotonicity and conditional Monte Carlo for likelihood ratios (Q5286069)
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scientific article; zbMATH DE number 223489
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| English | Stochastic monotonicity and conditional Monte Carlo for likelihood ratios |
scientific article; zbMATH DE number 223489 |
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Stochastic monotonicity and conditional Monte Carlo for likelihood ratios (English)
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29 June 1993
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stochastic monotonicity
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conditional Monte Carlo
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associated random variables
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stochastically monotone Markov chains
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importance sampling
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stochastic ordering
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variance reduction
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monotone likelihood ratio
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Poisson-process
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0.8190556764602661
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0.7889441251754761
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0.77098149061203
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0.7658121585845947
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