Ensuring finite moments in Monte Carlo simulations via iterated ex post facto sampling

DOI10.1016/J.MATCOM.2008.11.014MaRDI QIDQ1013147zbMATH OpenOpenAlexFDO

Authors Richard R. Picard, Thomas E. Booth

Publication date 17 April 2009

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2008.11.014

zbMATH Keywords

Monte Carlo samplingcentral limit theoremnumerical examplesfinite momentsinfinite variance distributionsvalid confidence intervals

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05) Parametric tolerance and confidence regions (62F25) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 4070125 (Why is no real title available?)
• scientific article; zbMATH DE number 5279360 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• Testing the Mean of Skewed Distributions

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• MCNP

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