scientific article; zbMATH DE number 3911573

MaRDI QIDQ3687589zbMATH OpenFDO

Authors Andrew F. Siegel, Fanny Zambuto

Publication date 1982

zbMATH Keywords

error estimatesquadrature formulaerobust estimatorsunbiased estimationrandom methodsquadrature designs

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Design of statistical experiments (62K99) Numerical quadrature and cubature formulas (65D32) Approximate quadratures (41A55)

Recommendations

• Unbiased Monte Carlo Integration Methods with Exactness for Low Order Polynomials
• On the approximation of an integral by a sum of random variables
• Unbiased multi-step estimators for the Monte Carlo evaluation of certain functional integrals
• scientific article; zbMATH DE number 464820
• Quasi-random sampling for estimation of integrals of random fields

Cited in

(1)

• Unbiased Monte Carlo Integration Methods with Exactness for Low Order Polynomials

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3687589)