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Sampling from Gauss Rules

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DOI10.1137/0909066zbMath0655.65042OpenAlexW1989308608MaRDI QIDQ3802485

Tim B. Swartz, Michael Evans

Publication date: 1988

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0909066

zbMATH Keywords

Monte Carlo method multidimensional integration Gauss rules Legendre rule product of quadrature rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

Related Items (1)

Distribution theory and inference for polynomial-normal densities

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