An Efficient Randomized Quasi-Monte Carlo Algorithm for the Pareto Distribution

DOI10.1515/MCMA.2007.001zbMath1119.65002MaRDI QIDQ5295321

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Publication date: 27 July 2007

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

numerical examplesefficiencydiscrepancymean square errorquasi-Monte Carlo methodsrandom number generationPareto distributiongoodness-of-fit testPareto variance

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Statistical Analysis of a Telephone Call Center
• Parameter Estimation for the Truncated Pareto Distribution

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