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

DOI10.1016/J.MATCOM.2008.11.014zbMATH Open1161.65304OpenAlexW2093040301MaRDI QIDQ1013147FDOQ1013147

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

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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)

Cites Work

• Title not available (Why is that?)
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• Testing the Mean of Skewed Distributions
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Uses Software

• MCNP

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