Algorithm 727: Quantile estimation using overlapping batch statistics

DOI10.1145/174603.174412zbMath0888.65149OpenAlexW2068684924WikidataQ111898836 ScholiaQ111898836MaRDI QIDQ4371572

Sherif R. Hashem, Bruce W. Schmeiser

Publication date: 25 January 1998

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1994-20/

zbMATH Keywords

algorithmquantile estimationoverlapping batch statistics

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Probabilistic methods, stochastic differential equations (65C99)

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Monte carlo estimation for guaranteed-coverage non-normal tolerance intervals ⋮ Algorithm 727

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