Monte Carlo simulation with moment matching samples

DOI10.1016/0378-4754(83)90099-XzbMath0513.65005MaRDI QIDQ1050740

Carl G. Looney

Publication date: 1983

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

zbMATH Keywords

variance reductionmoment matching samples

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites Work

• Numerical solution of systems of random differential equations with Gaussian statistics
• Simulation. Statistical foundations and methodology
• A Rapidly Convergent Descent Method for Minimization
• The Monte Carlo Method
• Ethical issues in modeling: Some reflections
• Unnamed Item

This page was built for publication: Monte Carlo simulation with moment matching samples