ANTITHETIC VARIATES FOR MONTE CARLO ESTIMATION OF PROBABILITIES

DOI10.1111/J.1467-9574.1984.TB01099.XzbMath0557.62015OpenAlexW2022176523MaRDI QIDQ5895491

Ronald J. M. M. Does

Publication date: 1984

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1984.tb01099.x

zbMATH Keywords

surveyasymptotic normalitydistribution-freeEdgeworth expansionssimple linear rank statisticsBerry-Esseen theoremsSpearman's rank correlation coefficienttwo-sample tests of location

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• A Non-Parametric Approach to the Change-Point Problem
• Solution of a statistical optimization problem by rearrangement methods
• Bivariate distributions with given marginals
• On a class of extremal problems in statistics
• A class of dependent random variables and their maxima

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