Distribution and moments of the weighted sum of uniforms random variables, with applications in reducing monte carlo simulations

DOI10.1080/00949659508811688zbMath0842.62008OpenAlexW2130713531MaRDI QIDQ4869597

Menashe Brosh, Behzad Kamgar-Parsi, Behrooz Kamgar-Parsi

Publication date: 26 March 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659508811688

zbMATH Keywords

momentscomputer visionMonte Carlo simulationssum of random variablesweighted sumcentral limit approximationuniform distributionsdigitization error

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05)

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Cites Work

• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• A necessary and sufficient condition for quantization errors to be uniform and white
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