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On a Class of Monte Carlo Estimators

✍ Scribed by Mikhailov, G. A.


Book ID
118222258
Publisher
Society for Industrial and Applied Mathematics
Year
1970
Tongue
English
Weight
178 KB
Volume
15
Category
Article
ISSN
0040-585X

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On the Existence of Unbiased Monte Carlo
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For many typical instances where Monte Carlo methods are applied attempts were made to find unbiased estimators, since for them the Monte Carlo error reduces to the statistical error. These problems usually take values in the scalar field. If we study vector valued Monte Carlo methods, then we are c