Uniformly efficient importance sampling for the tail distribution of sums of random variables
Year of publication: |
2008
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Authors: | Glasserman, Paul ; Juneja, Sandeep |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 33.2008, 1, p. 36-50
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Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution | Stichprobenerhebung | Sampling | Stochastischer Prozess | Stochastic process | Zufallsvariable | Random variable | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Wahrscheinlichkeitsrechnung | Probability theory |
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