Simulating events of unknown probabilities via reverse time martingales (Q5198664)
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scientific article; zbMATH DE number 5937284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulating events of unknown probabilities via reverse time martingales |
scientific article; zbMATH DE number 5937284 |
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Simulating events of unknown probabilities via reverse time martingales (English)
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9 August 2011
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martingales with discrete parameter
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computational problems in statistics
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Bernoulli factory
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retrospective sampling
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unbiased simulation
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