Consider a sequence ($X_{k}\colon k\geq 0$) of regularly varying independent and identically distributed random variables with mean 0 and finite variance. We develop ...
The standard estimator used in conjunction with importance sampling in Monte Carlo integration is unbiased but inefficient. An alternative estimator is discussed, based on the idea of a difference ...
Ali Hussain has a background that consists of a career in finance with large financial institutions and in journalism covering business. Vikki Velasquez is a researcher and writer who has managed, ...
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