Interval approach challenges Monte Carlo simulation
type: Item
instance of: scholarly article
title: Interval approach challenges Monte Carlo simulation
zbMATH Open document ID: 0853.65005
DOI: 10.1007/BF02425918
author: Janne Pesonen
author: Eero Hyvönen
published in: Reliable Computing
publication date: 1996-12-08T00:00:00Z
review text: An interval method is presented that calculates guaranteed bounds for a probability density function.
reviewed by: Jiří Rohn
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65G30
zbMATH DE Number: 902721
zbMATH Keywords: Monte Carlo method
zbMATH Keywords: interval method
zbMATH Keywords: guaranteed bounds
zbMATH Keywords: probability density function
MaRDI profile type: Publication
cites work: Q4851603
cites work: Importance Sampling in Monte Carlo Analyses
cites work: Q3995519
cites work: Q3707258
cites work: Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds
full work available at URL: https://doi.org/10.1007/bf02425918
OpenAlex ID: W1571162525
description: scientific article; zbMATH DE number 902721