Computing the distribution function of a conditional expectation via monte carlo

DOI10.1145/937332.937334zbMath1390.65005OpenAlexW2069311504MaRDI QIDQ4564836

Shing-Hoi Lee, Peter W. Glynn

Publication date: 12 June 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/937332.937334

zbMATH Keywords

conditional expectationdistribution functionsprobability algorithms

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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