Monte Carlo with User-Specified Relative Error

Author:

Feng J.,Huber M.,Ruan Y.

Publisher

Springer International Publishing

Reference7 articles.

1. Gordon, R.D.: Values of Mills’ ratio of area to bounding ordinate of the normal probability integral for large values of the argument. Ann. Math. Stat. 12, 364–366 (1941)

2. Huber, M.: A Bernoulli mean estimate with known relative error distribution. Random Struct. Algorithms (2016). arXiv:1309.5413 . To appear

3. Huber, M.: An estimator for Poisson means whose relative error distribution is known (2016). arXiv:1605.09445 . Submitted

4. Chapman & Hall/CRC Monographs on Statistics and Applied Probability;ML Huber,2015

5. Huber, M.L., Schott, S.: Random construction of interpolating sets for high dimensional integration. J. Appl. Probab. 51(1), 92–105 (2014). arXiv:1112.3692

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