Faster estimates of the mean of bounded random variables

DOI10.1016/j.matcom.2019.01.011OpenAlexW2913860523MaRDI QIDQ1997563

Bo Jones, Mark L. Huber

Publication date: 2 March 2021

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

Full work available at URL: https://doi.org/10.1016/j.matcom.2019.01.011

zbMATH Keywords

adaptive Monte Carlorobust estimatesrandomized approximation scheme

Mathematics Subject Classification ID

Survival analysis and censored data (62Nxx) Operations research and management science (90Bxx) Probabilistic methods, stochastic differential equations (65Cxx)

Related Items (1)

Recovery of Sobolev functions restricted to iid sampling

Cites Work

• Unnamed Item
• Unnamed Item
• Approximating zero-variance importance sampling in a reliability setting
• Monte Carlo with user-specified relative error
• Challenging the empirical mean and empirical variance: a deviation study
• A Bernoulli mean estimate with known relative error distribution
• High-confidence estimation of small s -t reliabilities in directed acyclic networks
• An Optimal Algorithm for Monte Carlo Estimation
• Static Network Reliability Estimation under the Marshall-Olkin Copula
• Probability Inequalities for Sums of Bounded Random Variables
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

This page was built for publication: Faster estimates of the mean of bounded random variables