Stochastic monotonicity and conditional Monte Carlo for likelihood ratios (Q5286069)
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scientific article; zbMATH DE number 223489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic monotonicity and conditional Monte Carlo for likelihood ratios |
scientific article; zbMATH DE number 223489 |
Statements
Stochastic monotonicity and conditional Monte Carlo for likelihood ratios (English)
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29 June 1993
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stochastic monotonicity
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conditional Monte Carlo
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associated random variables
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stochastically monotone Markov chains
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importance sampling
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stochastic ordering
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variance reduction
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monotone likelihood ratio
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Poisson-process
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