Faster estimates of the mean of bounded random variables
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Publication:1997563
DOI10.1016/J.MATCOM.2019.01.011OpenAlexW2913860523MaRDI QIDQ1997563FDOQ1997563
Authors: Bo Jones, Mark Huber
Publication date: 2 March 2021
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2019.01.011
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Cites Work
- Probability Inequalities for Sums of Bounded Random Variables
- Title not available (Why is that?)
- Challenging the empirical mean and empirical variance: a deviation study
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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- High-confidence estimation of small \(s-t\) reliabilities in directed acyclic networks
- Approximating zero-variance importance sampling in a reliability setting
- An Optimal Algorithm for Monte Carlo Estimation
- Monte Carlo with user-specified relative error
- A Bernoulli mean estimate with known relative error distribution
- Static network reliability estimation under the Marshall-Olkin copula
Cited In (3)
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