Interval approach challenges Monte Carlo simulation

DOI10.1007/BF02425918zbMath0853.65005OpenAlexW1571162525MaRDI QIDQ1916990

Janne Pesonen, Eero Hyvönen

Publication date: 8 December 1996

Published in: Reliable Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02425918

zbMATH Keywords

Monte Carlo methodprobability density functioninterval methodguaranteed bounds

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Interval and finite arithmetic (65G30)

Related Items (1)

Interval analysis and fuzzy set theory

Cites Work

• Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds
• Importance Sampling in Monte Carlo Analyses
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