The increase of Monte Carlo method effectiveness for probability estimation of textual errors in likelihood relation

被引：0
|
作者：
Mokhamad, A.
Taufik, Z.
机构：
来源：
Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya | 1994年 / 02期
关键词：
Error analysis - Estimation - Integration - Probability - Random processes - Time series analysis;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The problem concerning the discord of random processes is of a great practical importance. In this work, the problem is reduced to the verification of statistical hypotheses. The Monte Carlo method is used to estimate the probability of the error of the first and second orders. The method of significant sampling is described. The method significantly increases efficiency of computations. It is shown that, by using this method, the computation error can be diminished by about 106 times.
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页码：105 / 108
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