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Distribution approximation by control variable Monte Carlo sampling
| dc.contributor.advisor | Ham, Joe S. | |
| dc.creator | Scott, Douglas Meloy | |
| dc.date.accessioned | 2020-01-08T17:51:47Z | |
| dc.date.available | 2020-01-08T17:51:47Z | |
| dc.date.created | 1974 | |
| dc.date.issued | 1961 | |
| dc.identifier.uri | https://hdl.handle.net/1969.1/DISSERTATIONS-173151 | |
| dc.description.abstract | An algorithm is presented which combines the techniques of statistical simulation and numerical integration, thus furnishing improved estimates of cumulative distribution functions. The method uses statistical estimation techniques to form a statistic possessing an approximate normal distribution. A post-stratification sample is used to form a control variable correction for the original stratified numerical estimate, and this combination results in a competitor for stratified Monte Carlo sampling. Examples are presented for known statistical distributions and for an actual electronics system. A branch and bound algorithm, which can reduce the amount of computations necessary for both control variable stratified Monte Carlo sampling, is developed for monotone functions. | en |
| dc.format.extent | 77 leaves | en |
| dc.format.medium | electronic | en |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | eng | |
| dc.rights | This thesis was part of a retrospective digitization project authorized by the Texas A&M University Libraries. Copyright remains vested with the author(s). It is the user's responsibility to secure permission from the copyright holder(s) for re-use of the work beyond the provision of Fair Use. | en |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
| dc.subject.classification | 1974 Dissertation S425 | |
| dc.subject.lcsh | Physics | en |
| dc.title | Distribution approximation by control variable Monte Carlo sampling | en |
| dc.type | Thesis | en |
| thesis.degree.discipline | Statistics | en |
| thesis.degree.grantor | Texas A&M University | en |
| thesis.degree.name | Doctor of Philosophy | en |
| thesis.degree.level | Doctoral | en |
| dc.type.genre | dissertations | en |
| dc.type.material | text | en |
| dc.format.digitalOrigin | reformatted digital | en |
| dc.publisher.digital | Texas A&M University. Libraries |
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