Monte Carlo Simulation of Numerical Integration

DOI10.1080/00949658508810860zbMath0606.65015OpenAlexW1979289234MaRDI QIDQ3745159

Donald P. Story, Thomas E. jun. Price

Publication date: 1985

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658508810860

zbMATH Keywords

numerical integrationefficiencyMonte Carlo simulationstopping rulerelative errorWiener spacetrapezoidal ruleSimpson's ruleRomberg integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Related Items (1)

Reliability analysis of cold-standby systems using a self-stratifying subset simulation method

Cites Work

• A Note on the Generation of Random Normal Deviates

This page was built for publication: Monte Carlo Simulation of Numerical Integration