The use of ω2-distribution for error estimation in the calculation of integrals by the Monte Carlo method

DOI10.1016/0041-5553(63)90545-7zbMath0123.33102OpenAlexW2009321794MaRDI QIDQ5736435

Ilya M. Sobol'

Publication date: 1962

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(63)90545-7

zbMATH Keywords

numerical analysis

Related Items (5)

Derivative based global sensitivity measures and their link with global sensitivity indices ⋮ Monte Carlo complexity of parametric integration ⋮ Effective Dimension of Some Weighted Pre-Sobolev Spaces with Dominating Mixed Partial Derivatives ⋮ Monte Carlo approximation of weakly singular integral operators ⋮ Hierarchical Monte Carlo image synthesis

This page was built for publication: The use of ω2-distribution for error estimation in the calculation of integrals by the Monte Carlo method