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Items for "Goodness-of-fit test"

An Efficient Randomized Quasi-Monte Carlo Algorithm for the Pareto Distribution

This paper studies a new randomized quasi-Monte Carlo method for estimating the mean and variance of the Pareto distribution...

Keywords: Discrepancy, efficiency, Goodness-of-fit test, mean square error, Quasi-Monte Carlo methods, Random number generation

04/2007 | Monte Carlo Methods and Applications, Walter de Gruyter