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

zbMATH Open1203.62042MaRDI QIDQ4929903FDOQ4929903

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

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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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