On the efficiency of monte carlo methods using steady state ranked simulated samples

DOI10.1080/03610910008813647MaRDI QIDQ4784254zbMATH OpenOpenAlexWikidataFDO

Authors Hani M. Samawi, Mohammad Fraiwan Al-Saleh

Publication date 10 December 2002

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910008813647

zbMATH Keywords

importance samplingcontrol variateorder statisticsantithetic samplingCrude samplingranked simulated samplesteady state ranked simulated sampleuniform simulated sample

Mathematics Subject Classification ID

Statistics (62-XX) Monte Carlo methods (65C05) Numerical integration (65D30)

Recommendations

• More efficient monte carlo methods obtained by using ranked set simulated samples
• More efficient approximation of multiple integrals using steady state ranked simulated sampling
• On the approximation of multiple integrals using multivariate ranked simulated sampling
• Steady-state ranked Gibbs sampler
• Sampling methods and parallelism into Monte Carlo simulation

Cites work

• scientific article; zbMATH DE number 3226612 (Why is no real title available?)
• scientific article; zbMATH DE number 3196612 (Why is no real title available?)
• Multistage ranked set sampling

Cited in

(14)

• A more efficient Gibbs sampler estimation using steady-state simulation: applications to public health studies
• Steady-state ranked Gibbs sampler
• On the totality of ranked set sampling
• More efficient monte carlo methods obtained by using ranked set simulated samples
• More efficient approximation of multiple integrals using steady state ranked simulated sampling
• Reducing sample size needed for cox-proportional hazards model analysis using more efficient sampling method
• Ranked set sampling: its relevance and impact on statistical inference
• Steady-state ranked set sampling and parametric estimation
• Controlled sampling using ranked set sampling
• A two-phase sampling strategy for large-scale forest carbon budgets
• Improved monte carlo estimation of statistical significance for tests of trend in rates proportions
• Ranked simulated resampling: a more efficient and accurate resampling approximations for bootstrap inference
• On the approximation of multiple integrals using multivariate ranked simulated sampling
• Multistage ranked set sampling

This page was built for publication: On the efficiency of monte carlo methods using steady state ranked simulated samples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4784254)