A Generalization of the Method of Correlated Sampling for Numerical Integration

DOI10.1137/0907070zbMath0615.65023OpenAlexW2050308432MaRDI QIDQ4723148

Thomas E. Flick, Lee Kenneth Jones

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1137/0907070

zbMATH Keywords

series expansionerror estimationcorrelated samplingmultihypothesis tests

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Probabilistic methods, stochastic differential equations (65C99)

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