Ensuring finite moments in Monte Carlo simulations via iterated ex post facto sampling

Mathematics and Computers in Simulation

Volumn 79, Issue 7, 2009, Pages 2106-2121

  Picard, Richard R ^a   Booth, Thomas E ^a  

^a LOS ALAMOS NATIONAL LABORATORY   (United States)

Author keywords

Central limit theorem; Infinite variance distributions; Valid confidence intervals

Indexed keywords

IMAGE CODING; OPTICAL RESOLVING POWER;

CENTRAL LIMIT THEOREM; FINITE MOMENTS; HEAVY-TAILED DISTRIBUTIONS; INFINITE VARIANCE DISTRIBUTIONS; MONTE CARLO SAMPLINGS; MONTE CARLO SIMULATIONS; VALID CONFIDENCE INTERVALS;

MONTE CARLO METHODS;

EID: 61449195081     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.matcom.2008.11.014     Document Type: Article

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