Bounding the variance in Monte Carlo experiments

DOI10.1016/0167-6377(92)90031-WzbMath0753.65005OpenAlexW2022089596MaRDI QIDQ1197912

George S. Fishman, David S. Rubin

Publication date: 16 January 1993

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(92)90031-w

zbMATH Keywords

Monte Carlo methodmaximal flowstochastic flow networkworse-case bound on the varianceworse-case sample size

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (1)

Best- and worst-case variances when bounds are available for the distribution function.

Cites Work

• Maximum Flow in Planar Networks
• An Efficient Method for Weighted Sampling without Replacement
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