How to estimate quantiles easily and reliably
We describe a practical recipe for determining when to stop a simulation which is intended to estimate quantiles of the unknown distribution of a real-valued random variable. The ability to reliably estimate quantiles translates into an ability to estimate cumulative distribution functions. The de...
| Үндсэн зохиолчид: | , |
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| Формат: | Journal article |
| Хэвлэсэн: |
Institute of Mathematics and its Applications
2018
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