More efficient monte carlo methods obtained by using ranked set simulated samples

DOI10.1080/03610919908813573MaRDI QIDQ4490199zbMATH OpenOpenAlexFDO

Authors Hani M. Samawi

Publication date 11 July 2000

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919908813573

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Recommendations

• On the efficiency of monte carlo methods using steady state ranked simulated samples
• On the approximation of multiple integrals using multivariate ranked simulated sampling
• More efficient approximation of multiple integrals using steady state ranked simulated sampling
• On the use of antithetic variables to improve over the ranked set sampling estimator of the population mean
• Ranked Set Sampling: Cost and Optimal Set Size

Cites work

• scientific article; zbMATH DE number 3226612 (Why is no real title available?)
• scientific article; zbMATH DE number 3196612 (Why is no real title available?)
• Acceptance/Rejection Methods for Beta Variate Generation
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• On unbiased estimates of the population mean based on the sample stratified by means of ordering
• Ranked set sampling theory with order statistics background

Cited in

(9)

• Steady-state ranked Gibbs sampler
• On the efficiency of monte carlo methods using steady state ranked simulated samples
• Confidence interval estimation for the population coefficient of variation using ranked set sampling: a simulation study
• More efficient approximation of multiple integrals using steady state ranked simulated sampling
• New confidence interval estimator of the signal-to-noise ratio based on asymptotic sampling distribution
• Sampling methods and parallelism into Monte Carlo simulation
• Ranked set sampling: its relevance and impact on statistical inference
• Ranked simulated resampling: a more efficient and accurate resampling approximations for bootstrap inference
• On the approximation of multiple integrals using multivariate ranked simulated sampling

This page was built for publication: More efficient monte carlo methods obtained by using ranked set simulated samples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4490199)