Ensuring finite moments in Monte Carlo simulations via iterated ex post facto sampling

DOI10.1016/J.MATCOM.2008.11.014zbMath1161.65304OpenAlexW2093040301MaRDI QIDQ1013147

Thomas E. Booth, Richard R. Picard

Publication date: 17 April 2009

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2008.11.014

zbMATH Keywords

numerical examplescentral limit theoremMonte Carlo samplingfinite momentsinfinite variance distributionsvalid confidence intervals

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10)

Uses Software

• MCNP

Cites Work

• Testing the Mean of Skewed Distributions
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