Monte Carlo estimation for guaranteed-coverage nonnormal tolerance intervals.
Huifen ChenBruce W. SchmeiserPublished in: WSC (1993)
Keyphrases
- monte carlo
- importance sampling
- monte carlo simulation
- markov chain
- monte carlo tree search
- simulation study
- markovian decision
- particle filter
- adaptive sampling
- confidence intervals
- monte carlo method
- monte carlo methods
- stochastic approximation
- optimal strategy
- point processes
- global illumination
- normal distribution
- semi parametric
- variance reduction
- density estimation