Sensitivity Analysis for Simulations via Likelihood Ratios
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Publication:4729217
DOI10.1287/opre.37.5.830zbMath0679.62087OpenAlexW1965786092MaRDI QIDQ4729217
Publication date: 1989
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.37.5.830
sensitivitynormal distributionlikelihood ratiosPoisson ratesregenerative simulationdiscrete probabilitieschange-of-measure formulas
Applications of statistics (62P99) Survival analysis and censored data (62N99) Probabilistic methods, stochastic differential equations (65C99)
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