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Random Riemann Sum estimator versus Monte Carlo

Author
URMENETA, Henar1 ; HERNANDEZ, Victor1
[1] Dpto. de Estadistica e Investigación Operativa, Universidad Nacional de Educación a Distancia, Madrid, Spain
Source

Computational statistics & data analysis. 2007, Vol 51, Num 9, pp 4717-4730, 14 p ; ref : 1/4 p

ISSN
0167-9473
Scientific domain
Mathematics
Publisher
Elsevier Science, Amsterdam
Publication country
Netherlands
Document type
Article
Language
English
Author keyword
28A25 Random Riemann Sum 60F15: 60G50 Rates of convergence in the law of large numbers Regular cover Triangular array
Keyword (fr)
Analyse donnée Attente Calcul statistique Convergence en loi Convergence forte Echantillonnage aléatoire Erreur systématique Estimation biaisée Méthode Monte Carlo Taux convergence Variance 62E17 62J10 65B99 65C05 Somme Riemann
Keyword (en)
Data analysis Expectation Statistical computation Convergence in law Strong convergence Random sampling Bias Biased estimation Monte Carlo method Convergence rate Variance
Keyword (es)
Análisis datos Expectación Cálculo estadístico Convergencia en ley Convergencia fuerte Muestreo aleatorio Error sistemático Estimación sesgada Método Monte Carlo Relación convergencia Variancia
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02F Distribution theory

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02I Multivariate analysis

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02I Numerical analysis. Scientific computation / 001A02I01 Numerical analysis / 001A02I01Q Numerical methods in probability and statistics

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
18717163

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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