Using the Importance Sampling Identity to Bound Tail Probabilities (Q4950726)
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scientific article; zbMATH DE number 1428403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using the Importance Sampling Identity to Bound Tail Probabilities |
scientific article; zbMATH DE number 1428403 |
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Using the Importance Sampling Identity to Bound Tail Probabilities (English)
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9 April 2000
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importance sampling identity
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change of measure identity
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tail probability bounds
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Chernoff bound
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moment bound
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