On the efficiency of Monte Carlo methods using steady state ranked simulated samples

Communications in Statistics - Theory and Methods

Volumn 29, Issue 3, 2000, Pages 941-954

  Al Saleh, Mohammad F ^a   Samawi, Hani M ^a  

^a YARMOUK UNIVERSITY   (Jordan)

Author keywords

Antithetic sampling; Control variate; Crude sampling; Importance sampling; Order statistics; Ranked simulated sample; Steady state ranked simulated sample; Uniform simulated sample

Indexed keywords

EID: 0000113290     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610910008813647     Document Type: Article

References (7)

1. Al-Saleh M. F. and Al-Omeri A. I. (1999). "Multistage ranked set sampling," Submitted for publication.
2. Hammersley J. M., and Handscomb D. C. (1964). Monte Carlo Methods, Chapman and Hall.
3. McIntyre, G. A. (1952). "A method of unbiased selective sampling, using ranked sets," Australian J. Agricultural Research, 3, 385-390.
4. Morgan, B. J. T. (1984). Element of Simulation, Chapman and Hall
5. Page, E. S. (1977). "Approximations to the cumulative normal function and its inverse for the use on a pocket calculator," Applied Statistics, 26, 75-76.
6. Samawi H. M. (1999). "More efficient Monte Carlo-methods obtained by using ranked set simulated sample," To appear in Cumm. in Stat.: Simulation and Computation, 28, 3
7. Shreider, Y. A. (1966). The Monte Carlo Method, translated by G. J. Tee, Permagon Press, New York.