Estimating mean and variance of sum of correlated random variables using empirical moments

MaRDI QIDQ4929903zbMATH OpenFDO

Authors Aceng Komarudin Mutaqin, Sutawanir Darwis, Dumaria Rulina Tampubolon, Rianto A. Djojosugito

Publication date 24 September 2010

Full work available at URL http://pphmj.com/abstract/5018.htm

zbMATH Keywords

Monte Carlo simulationweighted meanempirical moments

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Monte Carlo methods (65C05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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