Random Riemann sum estimator versus Monte Carlo

DOI10.1016/J.CSDA.2006.09.041MaRDI QIDQ1020136zbMATH OpenOpenAlexFDO

Authors Henar Urmeneta, V. M. Hernández

Publication date 29 May 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2006.09.041

zbMATH Keywords

triangular arrayregular coverrandom Riemann sumrates of convergence in the law of large numbers

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 1232374 (Why is no real title available?)
• scientific article; zbMATH DE number 1065065 (Why is no real title available?)
• A comparison inequality for sums of independent random variables
• Convergence Rates in the Law of Large Numbers
• Convergence rates for the law of large numbers for arrays
• Randomly sampled Riemann sums and complete convergence in the law of large numbers for a case without identical distribution
• The Lebesgue Integral as the Almost Sure Limit of Random Riemann Sums

Cited in

(1)

• A random approach to the Lebesgue integral

Describes a project that uses

Uses Software

• S-PLUS
• R

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