Using a Chen-Stein identity to obtain low variance simulation estimators

DOI10.1017/s0269964821000565OpenAlexW4205748015MaRDI QIDQ6104958

Sheldon M. Ross

Publication date: 16 June 2023

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964821000565

zbMATH Keywords

simulationpatternscoupon collectingChen-Stein identitylow variance estimators

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Fundamentals of Stein's method
• Multiple pattern matching: a Markov chain approach
• On pattern frequency occurrences in a Markovian sequence
• Improved Chen‒Stein bounds on the probability of a union
• Distributional regimes for the number of k -word matches between two random sequences

This page was built for publication: Using a Chen-Stein identity to obtain low variance simulation estimators