Sensitivity Analysis for Simulations via Likelihood Ratios (Q4729217)
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scientific article; zbMATH DE number 4113814
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity Analysis for Simulations via Likelihood Ratios |
scientific article; zbMATH DE number 4113814 |
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Sensitivity Analysis for Simulations via Likelihood Ratios (English)
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1989
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sensitivity
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Poisson rates
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discrete probabilities
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normal distribution
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regenerative simulation
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change-of-measure formulas
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likelihood ratios
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