Monte Carlo, Control Variates, and Stochastic Ordering

DOI10.1137/0910014zbMath0675.62016OpenAlexW1965880104MaRDI QIDQ3830350

George S. Fishman

Publication date: 1989

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0910014

zbMATH Keywords

upper boundslower boundconfidence intervalprior informationstochastic orderingscoefficient of variationdiscrete distributioncontrol variate variance-reduction methoddistribution of maximal flowflow-network problemunbiased control variate estimatorvariance-reduced estimator of the population mean

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Monte Carlo methods (65C05) Stochastic network models in operations research (90B15)

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